The transformation method for continuous-time Markov decision processes

DOI10.1007/s10957-012-0015-8zbMath1256.90048OpenAlexW1984329922MaRDI QIDQ1937091

Yi Zhang, Aleksey B. Piunovskiy

Publication date: 11 February 2013

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-012-0015-8

zbMATH Keywords

continuous-time Markov decision processunbounded transition ratestransformation methoddiscrete-time Markov decision processhistory-dependent policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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