Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
From MaRDI portal
Publication:296787
DOI10.1016/j.ejor.2014.03.037zbMath1338.90446OpenAlexW1978031024MaRDI QIDQ296787
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.03.037
convergenceconstrained continuous-time Markov decision processesfinite approximationunbounded transition rate
Related Items (14)
Optimal control of a multiclass queueing system when customers can change types ⋮ Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures ⋮ Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion ⋮ Risk-sensitive average continuous-time Markov decision processes with unbounded rates ⋮ Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion ⋮ Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors ⋮ Finite approximation for finite-horizon continuous-time Markov decision processes ⋮ Continuous-time constrained stochastic games under the discounted cost criteria ⋮ Computable approximations for average Markov decision processes in continuous time ⋮ Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion ⋮ Convergence of Markov decision processes with constraints and state-action dependent discount factors ⋮ Mean-semivariance optimality for continuous-time Markov decision processes ⋮ Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces ⋮ First passage Markov decision processes with constraints and varying discount factors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization
- Existence of Nash equilibria for constrained stochastic games
- Continuous-time Markov decision processes. Theory and applications
- Continuous-time Markov chains. An applications-oriented approach
- Convergence of the optimal values of constrained Markov control processes
- Constrained Markov control processes in Borel spaces: the discounted case
- The transformation method for continuous-time Markov decision processes
- Constrained Discounted Markov Decision Processes and Hamiltonian Cycles
- First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies
- Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
- Constrained Discounted Markov Decision Chains
- Constrained admission control to a queueing system
- Constrained Average Cost Markov Control Processes in Borel Spaces
- Constrained dynamic programming with two discount factors: applications and an algorithm
- Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs
- Constrained Continuous-Time Markov Control Processes with Discounted Criteria
- Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models
- Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains
- Robustness of Policies in Constrained Markov Decision Processes
- Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
- Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
This page was built for publication: Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
