Continuous time Markov decision processes with discounted moment criterion

DOI10.1006/JMAA.1996.9999zbMath0858.90135OpenAlexW1967477050MaRDI QIDQ1815463

Qiying Hu

Publication date: 9 December 1996

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1996.9999

zbMATH Keywords

countable states and actionsdiscounted expected total rewardsdiscounted moment optimalitytime Markov decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (2)

A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes

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