A Semigroup Representation of the Maximum Expected Reward Vector in Continuous Parameter Markov Decision Theory
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Publication:4072603
DOI10.1137/0313069zbMath0313.60050OpenAlexW1965735575MaRDI QIDQ4072603
Publication date: 1975
Published in: SIAM Journal on Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0313069
Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Existence theories for problems in abstract spaces (49J27) Hamilton-Jacobi theories (49L99)
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Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation ⋮ A constructive approach to the Bellman semigroup ⋮ An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space ⋮ Controlled jump processes ⋮ Differentiability of a convex semigroup on \(R^ n\).
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