Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes

DOI10.1155/2022/1080946zbMath1497.90216OpenAlexW4295107468WikidataQ114069805 ScholiaQ114069805MaRDI QIDQ2675991

Xiao Wu, Yanqiu Tang

Publication date: 27 September 2022

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/1080946

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

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