Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates (Q2786427)
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scientific article; zbMATH DE number 6541300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates |
scientific article; zbMATH DE number 6541300 |
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Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates (English)
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12 February 2016
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continuous-time Markov decision process
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finite-horizon criterion
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optimal Markov policy
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randomized history-dependent policy
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unbounded transition rate
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