Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes

DOI10.1137/15M1014012zbMath1336.90101OpenAlexW2183681659MaRDI QIDQ3457099

Aleksey B. Piunovskiy

Publication date: 10 December 2015

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1014012

zbMATH Keywords

occupation measurecontinuous-time Markov decision processtotal costrandomized strategydiscounted costrelaxed strategy

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)

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Uses Software

• MCQueue

Cites Work

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