Policy iteration for continuous-time average reward Markov decision processes in Polish spaces
From MaRDI portal
Publication:963139
DOI10.1155/2009/103723zbMath1192.90243WikidataQ58646522 ScholiaQ58646522MaRDI QIDQ963139
Quanxin Zhu, Xinsong Yang, Chuang Xia Huang
Publication date: 8 April 2010
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/226313
60J25: Continuous-time Markov processes on general state spaces
90C40: Markov and semi-Markov decision processes
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Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria, Variance minimization for continuous-time Markov decision processes: two approaches, Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
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