First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs

DOI10.1007/s10255-011-0061-2zbMath1235.90177OpenAlexW2083738358MaRDI QIDQ2431043

Xianping Guo, Yong-hui Huang

Publication date: 8 April 2011

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-011-0061-2

zbMATH Keywords

first passage timetarget setsemi-Markov decision processesoptimal policydiscounted cost

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (9)

Constrained Markov decision processes with first passage criteria ⋮ First passage problems for nonstationary discrete-time stochastic control systems ⋮ First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors ⋮ New average optimality conditions for semi-Markov decision processes in Borel spaces ⋮ Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation ⋮ Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors ⋮ Optimal risk probability for first passage models in semi-Markov decision processes ⋮ New sufficient conditions for average optimality in continuous-time Markov decision processes ⋮ First passage risk probability optimality for continuous time Markov decision processes

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