First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies

DOI10.1109/TAC.2013.2281475zbMath1360.90278MaRDI QIDQ2983298

Yi Zhang, Xianping Guo, Xin-Yuan Song

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (6)

Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints ⋮ Optimal control for probabilistic Boolean networks using discrete-time Markov decision processes ⋮ Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors ⋮ First passage risk probability optimality for continuous time Markov decision processes ⋮ On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes ⋮ First passage Markov decision processes with constraints and varying discount factors

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