On the optimal control of a class of continuous time non-Markov decision processes

DOI10.1080/00207727908941571zbMath0409.93055OpenAlexW2053507979MaRDI QIDQ4198593

Kevin D. Glazebrook

Publication date: 1979

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727908941571

zbMATH Keywords

Optimal ControlContinuous TimeNonmarkov Decision Processes

Mathematics Subject Classification ID

Decision theory (91B06) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Model systems in control theory (93C99)

Related Items (2)

Decomposable jump decision processes ⋮ Decomposable jump decision processes

Cites Work

• Finite state continuous time Markov decision processes with an infinite planning horizon
• A hamiltonian approach to optimal stochastic resource allocation
• On a class of non-Markov decision processes
• Arbitrary State Markovian Decision Processes
• Maximal Average-Reward Policies for Semi-Markov Decision Processes With Arbitrary State and Action Space

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