Markov decision processes with a new optimality criterion: Continuous time
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Publication:1223215
DOI10.1214/aos/1176343087zbMath0321.90051OpenAlexW2082197891MaRDI QIDQ1223215
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343087
Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)
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Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times ⋮ On the total reward variance for continuous-time Markov reward chains ⋮ An Inequality for Variances of the Discounted Rewards ⋮ On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes ⋮ On mean reward variance in semi-Markov processes
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