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Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints - MaRDI portal

Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints (Q5320744)

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scientific article; zbMATH DE number 5582098
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Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
scientific article; zbMATH DE number 5582098

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    Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints (English)
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    22 July 2009
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    continuous-time controlled Markov chains
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    Markov decision processes
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    dynamic programming
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    ergodic control
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    constrained control problems
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