Strong n-discount and finite-horizon optimality for continuous-time Markov decision processes
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Publication:890634
DOI10.1007/S11424-014-1277-ZzbMATH Open1327.93424OpenAlexW2025607623MaRDI QIDQ890634FDOQ890634
Publication date: 10 November 2015
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-014-1277-z
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Polish spacecontinuous-time Markov decision processexpected average reward criterionfinite-horizon optimalitystrong \(n\)-discount optimality
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Cited In (9)
- On a set of optimal policies in continuous time Markovian decision problem
- Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
- A new strong optimality criterion for nonstationary Markov decision processes
- Stationary almost Markov \(\varepsilon\)-equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
- Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes
- Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note
- Robust Optimality for Discounted Infinite-Horizon Markov Decision Processes With Uncertain Transition Matrices
- On \(\epsilon\)-optimal continuous selectors and their application in discounted dynamic programming
- Existence of optimal policy for time non-homogeneous discounted Markovian decision programming
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