Optimal decisions for continuous time Markov decision processes over finite planning horizons

DOI10.1016/j.cor.2016.08.003zbMath1391.90631OpenAlexW2516770623MaRDI QIDQ1652046

Dimitri Scheftelowitsch, Peter Buchholz, Iryna Dohndorf

Publication date: 11 July 2018

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2016.08.003

zbMATH Keywords

optimizationuniformizationfinite horizonnumerical techniquescontinuous time Markov decision process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Numerical analysis or methods applied to Markov chains (65C40) Markov and semi-Markov decision processes (90C40)

Related Items (3)

A multi-objective approach for PH-graphs with applications to stochastic shortest paths ⋮ Poisoning finite-horizon Markov decision processes at design time ⋮ Policy Synthesis for Collective Dynamics

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