Efficient approximation of optimal control for continuous-time Markov games

Author:

Fearnley John,Rabe Markus N.,Schewe Sven,Zhang Lijun

Funder

EPSRC

DFG

National Natural Science Foundation of China

CDZ

Publisher

Elsevier BV

Subject

Computational Theory and Mathematics,Computer Science Applications,Information Systems,Theoretical Computer Science

Reference37 articles.

1. Numerical analysis of continuous time Markov decision processes over finite horizons;Buchholz;Comput. Oper. Res.,2011

2. Efficient approximation of optimal control for continuous-time Markov games;Fearnley,2011

3. Markov Decision Processes: Discrete Stochastic Dynamic Programming;Puterman,1994

4. Dynamic Programming;Bellman,1957

5. Finite state continuous time Markov decision processes with an infinite planning horizon;Miller;J. Math. Anal. Appl.,1968

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