Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
From MaRDI portal
Publication:5459752
DOI10.1080/07362990701856956zbMATH Open1191.90091OpenAlexW1995379941MaRDI QIDQ5459752FDOQ5459752
Xianping Guo, Hao Yan, Junyu Zhang
Publication date: 29 April 2008
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990701856956
Recommendations
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- scientific article; zbMATH DE number 1159486
- Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
- scientific article; zbMATH DE number 1536370
- Nonstationary continuous time Markov decision processes with discounted criterion
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Bias Optimality in Controlled Queueing Systems
- Finite state continuous time Markov decision processes with an infinite planning horizon
- Continuous-time Markov chains. An applications-oriented approach
- Title not available (Why is that?)
- Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
- Title not available (Why is that?)
- Discrete Dynamic Programming
- Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
- Applying a New Device in the Optimization of Exponential Queuing Systems
- Optimal Control of a Birth and Death Epidemic Process
- Ergodic theorems for coupled random walks and other systems with locally interacting components
- Title not available (Why is that?)
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- Continuously Discounted Markov Decision Model with Countable State and Action Space
- Optimal control of random walks, birth and death processes, and queues
- Continuous-time controlled Markov chains.
- On Reducing a Jump Controllable Markov Model to a Model with Discrete Time
- Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon
- Title not available (Why is that?)
- Continuous-time controlled Markov chains with discounted rewards
- A note on bias optimality in controlled queueing systems
- A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
- A probabilistic analysis of bias optimality in unichain Markov decision processes
- Continuous time control of Markov processes on an arbitrary state space: Discounted rewards
- On Homogeneous Markov Models with Continuous Time and Finite or Countable State Space
- Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
- Continuous time Markov decision programming with average reward criterion and unbounded reward rate
Cited In (19)
- Continuous time Markov decision processes with discounted moment criterion
- Title not available (Why is that?)
- Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs
- Title not available (Why is that?)
- Continuous-time markov decision processes with nonzero terminal reward
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Continuous-time controlled Markov chains.
- An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
- Title not available (Why is that?)
- The transformation method for continuous-time Markov decision processes
- Robust Optimality for Discounted Infinite-Horizon Markov Decision Processes With Uncertain Transition Matrices
- On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
- Title not available (Why is that?)
- Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
- Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
- Continuous-time controlled Markov chains with discounted rewards
- Title not available (Why is that?)
- Markov decision processes with state-dependent discount factors and unbounded rewards/costs
This page was built for publication: Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5459752)
