Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes

DOI10.1287/moor.2021.1169zbMath1489.90208arXiv2003.01342OpenAlexW3207870952MaRDI QIDQ5085140

Albert N. Shiryaev, Manasa Mandava, Eugene A. Feinberg

Publication date: 27 June 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.01342

zbMATH Keywords

stateactionBorelMarkov policycontinuous-time jump Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (1)

On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations

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