Efficient approximation of optimal control for continuous-time Markov games

DOI10.1016/j.ic.2015.12.002zbMath1337.91015OpenAlexW2278165153MaRDI QIDQ259052

John Fearnley, Markus N. Rabe, Sven Schewe, Li-jun Zhang

Publication date: 10 March 2016

Published in: Information and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ic.2015.12.002

zbMATH Keywords

optimal controlcontinuous-time Markov decision processes and gamesdiscretisation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

Related Items (3)

Optimal decisions for continuous time Markov decision processes over finite planning horizons ⋮ A uniformization-based algorithm for continuous-time stochastic games model checking ⋮ Attracting sets of discrete-time Markovian jump delay systems with stochastic disturbances via impulsive control

Uses Software

• MRMC
• CADP

Cites Work

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