Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach (Q3115880)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach |
scientific article |
Statements
Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach (English)
0 references
11 February 2012
0 references
Borel space
0 references
constrained continuous-time Markov decision process
0 references
convex analytic approach
0 references
duality
0 references
history-dependent policies
0 references
unbounded rates
0 references
