Non-Stationary Semi-Markov Decision Processes on a Finite Horizon

DOI10.1080/07362994.2013.741405zbMath1260.93174OpenAlexW2002898690MaRDI QIDQ4916407

Mrinal K. Ghosh, Subhamay Saha

Publication date: 22 April 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.741405

zbMATH Keywords

Markov decision processesfinite horizonnon-stationary semi-Markov decision processespiecewise open loop relaxed control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (3)

Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes ⋮ A risk minimization problem for finite horizon semi-Markov decision processes with loss rates ⋮ First Passage Exponential Optimality Problem for Semi-Markov Decision Processes

Cites Work

• Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
• Stochastic optimal control. The discrete time case
• Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards
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