Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies
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Publication:2884585
DOI10.1137/100805169zbMath1250.90108OpenAlexW1989510286MaRDI QIDQ2884585
Xianping Guo, Xin-Yuan Song, Yong-hui Huang
Publication date: 30 May 2012
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100805169
linear programunbounded transition ratecontinuous-time Markov processconstrained optimal policydual programaverage criterion
Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)
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