Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints

DOI10.1287/moor.2015.0777zbMath1349.90832OpenAlexW2264543683MaRDI QIDQ2833104

Xianping Guo, Yi Zhang

Publication date: 16 November 2016

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

Full work available at URL: https://semanticscholar.org/paper/d58efdf998bfc61373fbf49b541a4e90c6b3a0fa

zbMATH Keywords

continuous-time Markov decision processesconstrained optimalityaverage criteriamixed policy

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)

Related Items (1)

Extreme Occupation Measures in Markov Decision Processes with an Absorbing State

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