Bias optimality for multichain continuous-time Markov decision processes

DOI10.1016/j.orl.2009.04.005zbMath1173.90579OpenAlexW2081234223MaRDI QIDQ1038097

Xianping Guo, Junyu Zhang, Xin-Yuan Song

Publication date: 17 November 2009

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2009.04.005

zbMATH Keywords

policy iterationcontinuous-time Markov decision processbias optimalitydifference formulamultichain model

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (2)

Continuous-time Markov decision processes with \(n\)th-bias optimality criteria ⋮ Optimality of admission control in a repairable queue

Cites Work

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