Controlled Markov Models with Countable State Space and Continuous Time
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Publication:4158920
DOI10.1137/1122029zbMath0379.93052OpenAlexW2056861955MaRDI QIDQ4158920
Publication date: 1977
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1122029
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Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems ⋮ Finite horizon continuous-time Markov decision processes with mean and variance criteria ⋮ Control and scheduling in a two-station queueing network: Optimal policies and heuristics ⋮ Application of optimal filtering methods for on-line of queueing network states ⋮ Constrained continuous-time Markov decision processes on the finite horizon ⋮ Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes ⋮ Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces ⋮ Realizable Strategies in Continuous-Time Markov Decision Processes ⋮ Discounted continuous-time constrained Markov decision processes in Polish spaces ⋮ Optimal control problem regularization for the Markov process with finite number of states and constraints ⋮ Finite approximation for finite-horizon continuous-time Markov decision processes ⋮ Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
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