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Optimal control of Markov processes with age-dependent transition rates - MaRDI portal

Optimal control of Markov processes with age-dependent transition rates (Q2391935)

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Optimal control of Markov processes with age-dependent transition rates
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    Optimal control of Markov processes with age-dependent transition rates (English)
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    5 August 2013
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    age-dependent transition rates
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    semi-Markov decision process
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    infinite horizon discounted cost
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    infinite horizon average cost
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    average cost cases
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    control policy
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    value function
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