On a Continuously Discounted Vector Valued Markov Decision Process

DOI10.1080/02522667.1990.10699003zbMath0706.90091OpenAlexW1980319801MaRDI QIDQ3487161

Chikao Matsuda, Kensuke Tanaka

Publication date: 1990

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1990.10699003

zbMATH Keywords

affine transformationconstant discount ratecontinuous time vector-valued Markov decision processvector rewards

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

The first arrival model of continuous time Markovian decision programming -- the discounted rate is 0

Cites Work

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