Continuous-time Markov decision processes with state-dependent discount factors
From MaRDI portal
(Redirected from Publication:693162)
Recommendations
- Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
- Nonstationary continuous time Markov decision processes with discounted criterion
- Continuous Time Markov Decision Processes with Expected Discounted Total Rewards
Cites work
- scientific article; zbMATH DE number 3122709 (Why is no real title available?)
- scientific article; zbMATH DE number 3478187 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 3320878 (Why is no real title available?)
- Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
- Constrained dynamic programming with two discount factors: applications and an algorithm
- Construction and regularity of transition functions on Polish spaces under measurability conditions
- Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
- Continuous time control of Markov processes on an arbitrary state space: Discounted rewards
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- Continuous-time Markov decision processes. Theory and applications
- Continuous-time controlled Markov chains.
- Continuously Discounted Markov Decision Model with Countable State and Action Space
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
- Markov Decision Models with Weighted Discounted Criteria
- Markov control processes with randomized discounted cost
- Markov decision processes with exponentially representable discounting
- New discount and average optimality conditions for continuous-time Markov decision processes
Cited in
(13)- Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces
- Markov reward models and Markov decision processes in discrete and continuous time: performance evaluation and optimization
- Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs
- Continuous time Markov decision processes with discounted moment criterion
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
- Zero-sum semi-Markov games with state-action-dependent discount factors
- On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
- Discrete-time Markov control processes with recursive discount rates.
- On some continuous time discounted Markov decision process.
- Markov decision processes with state-dependent discount factors and unbounded rewards/costs
This page was built for publication: Continuous-time Markov decision processes with state-dependent discount factors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q693162)
