Continuous time markov decision processes with interventions

DOI10.1080/17442508308833256zbMath0498.90081OpenAlexW2040986715MaRDI QIDQ3964342

Alexander A. Yushkevich

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833256

zbMATH Keywords

jumpsoptimality conditionsstochastic dynamic programminginterventionsimpulsive controloptimal policycontinuous-time Markov decision processesfinite action spacesvalue determinationfinite state spacesdiscounted total rewardBorel measurable modelscontinuously and impulsively acting decisionshistory depending policiesinequalities of quasi-variational typeundiscounted average reward

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items

Impulsive control for continuous-time Markov decision processes: a linear programming approach, Approximations for optimal stopping of a piecewise-deterministic process, Impulse control of piecewise-deterministic processes, Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method, On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes, Bellman inequalities in markov decision deterministic drift processes, Stability analysis for stochastic hybrid systems: a survey, Some models of queueing control with switchover, Optimality conditions for impulsive control of piecewise-deterministic processes, Optimal monotone hysteretic Markov policies in anM/M/1 queueing model with switching costs and finite time horizon, Impulsive Control for Continuous-Time Markov Decision Processes, Optimal control of piecewise deterministic markov process

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