Constrained continuous-time Markov decision processes with average criteria

DOI10.1007/s00186-007-0154-0zbMath1143.90033OpenAlexW1970727099MaRDI QIDQ2483010

Xianping Guo, Lan-Lan Zhang

Publication date: 5 May 2008

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-007-0154-0

zbMATH Keywords

continuous-time Markov decision processconstrained-optimal policyunbounded reward/cost and transition ratesaverage criteria

Mathematics Subject Classification ID

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

Related Items (6)

Constrained continuous-time Markov decision processes on the finite horizon ⋮ Constrained Markov decision processes with first passage criteria ⋮ A mean-variance optimization problem for discounted Markov decision processes ⋮ Total reward criteria for unconstrained/constrained continuous-time Markov decision processes ⋮ Discounted continuous-time constrained Markov decision processes in Polish spaces ⋮ Denumerable continuous-time Markov decision processes with multiconstraints on average costs

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