Discretization and Weak Convergence in Markov Decision Drift Processes

DOI10.1287/moor.9.1.112zbMath0531.90097OpenAlexW2127571608MaRDI QIDQ3313648

Arie Hordijk, Frank A. Van der Duyn Schouten

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1287/moor.9.1.112

zbMATH Keywords

weak convergenceasymptotic behaviorimpulsive controlsjump ratesapproximating discrete drift processescontinuous time Markov decision drift processesmaintenance replacement model

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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