Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/10081366X
Reference14 articles.
1. Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
2. Constrained Continuous-Time Markov Control Processes with Discounted Criteria
3. A survey of recent results on continuous-time Markov decision processes
4. Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
5. Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
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