The transformation method for continuous-time Markov decision processes
From MaRDI portal
Recommendations
- Continuous time markov decision processes with nonuniformly bounded transition rate: expected total rewards
- Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
- On some continuous time discounted Markov decision process.
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
- Continuous-time Markov decision processes. Theory and applications
Cites work
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
- Asymptotic fluid optimality and efficiency of the tracking policy for bandwidth-sharing networks
- Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
- Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
- Continuous-time Markov chains. An applications-oriented approach
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
- Continuous-time Markov decision processes. Theory and applications
- CTMDP and its relationship with DTMDP
- Death and discounting
- 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
- Discounted continuous-time Markov decision processes with unbounded rates: the convex analytic approach
- scientific article; zbMATH DE number 3724212 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
- scientific article; zbMATH DE number 977051 (Why is no real title available?)
- scientific article; zbMATH DE number 1119444 (Why is no real title available?)
- scientific article; zbMATH DE number 1786118 (Why is no real title available?)
- scientific article; zbMATH DE number 3320878 (Why is no real title available?)
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Semi-Markov and Jump Markov Controlled Models: Average Cost Criterion
- Stationary policies and Markov policies in Borel dynamic programming
- Stochastic optimal control. The discrete time case
- Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes
- The optimal reward operator in dynamic programming
Cited in
(14)- Absorbing continuous-time Markov decision processes with total cost criteria
- Optimal control of a multiclass queueing system when customers can change types
- Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
- Kolmogorov forward equation and explosiveness in countable state Markov processes
- Randomized and relaxed strategies in continuous-time Markov decision processes
- scientific article; zbMATH DE number 5567885 (Why is no real title available?)
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
- Optimal control of piecewise deterministic Markov processes
- Sufficiency of Markov policies for continuous-time jump Markov decision processes
- Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
- Average optimality for continuous-time Markov decision processes under weak continuity conditions
- Optimal switching on and off the entire service capacity of a parallel queue
- Countable state Markov processes: non-explosiveness and moment function
- CTMDP and its relationship with DTMDP
This page was built for publication: The transformation method for continuous-time Markov decision processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1937091)
