Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints-Reference-Cited by-同舟云学术

Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints

Published:2014-10 Issue:2 Volume:238 Page:486-496
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Guo Xianping,Zhang Wenzhao

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference24 articles.

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4. Continuous-time Markov chains;Anderson,1991

5. A comparison of global and semi-local approximation in T-stage stochastic optimization;Cervellera;European Journal of Operational Research,2011

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