Optimization of a special case of continuous-time Markov decision processes with compact action set

DOI10.1016/j.ejor.2007.04.011zbMath1149.90172OpenAlexW2127657607MaRDI QIDQ2426563

Arai Tamio, Zhou Lei, Tang Hao

Publication date: 22 April 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.04.011

zbMATH Keywords

Markov processespolicy iterationperformance potentialcompact action set

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (2)

Finding optimal memoryless policies of POMDPs under the expected average reward criterion ⋮ Accelerating the convergence of value iteration by using partial transition functions

Cites Work

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• Semi-markov decision problems and performance sensitivity analysis
• The optimal robust control policy for uncertain semi-Markov control processes
• On Average Reward Semi-Markov Decision Processes with a General Multichain Structure
• Handbook of Markov decision processes. Methods and applications

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