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The existence of optimal control for continuous-time Markov decision processes in random environments - MaRDI portal

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The existence of optimal control for continuous-time Markov decision processes in random environments (Q5075207)

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scientific article; zbMATH DE number 7524815
Language Label Description Also known as
English
The existence of optimal control for continuous-time Markov decision processes in random environments
scientific article; zbMATH DE number 7524815

    Statements

    author
    Kun Zhao
    0 references
    Jinghai Shao
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    publication date
    10 May 2022
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    zbMATH Keywords
    Markov decision process
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    finite-horizon criterion
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    regime-switching diffusions
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    relaxed control
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    randomized policy
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    arXiv classification
    math.OC
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    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    90C40
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    93E20
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    60J27
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    60K37
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    zbMATH DE Number
    7524815
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    arXiv ID
    1906.08423
    0 references
     
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