Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria

DOI10.1239/aap/1370870127zbMath1282.90229OpenAlexW1983558443MaRDI QIDQ2837757

Yi Zhang, Mantas Vykertas, Xianping Guo

Publication date: 11 July 2013

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1370870127

zbMATH Keywords

linear programtotal costconstrained optimalityCTMDP

Mathematics Subject Classification ID

Related Items (8)

Constrained continuous-time Markov decision processes on the finite horizon ⋮ Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces ⋮ A probability criterion for zero-sum stochastic games ⋮ Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates ⋮ Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach ⋮ Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria ⋮ Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints ⋮ Nonzero-sum stochastic games with probability criteria

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