Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method

DOI10.1137/21M1444060zbMath1495.90230arXiv2112.02674OpenAlexW4200635901MaRDI QIDQ5087099

Yi Zhang, Aleksey B. Piunovskiy

Publication date: 8 July 2022

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.02674

zbMATH Keywords

reduction methodcontinuous-time Markov decision processeslinear programming approachgradual-impulsive control

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Jump processes on general state spaces (60J76)

Related Items (1)

Extreme Occupation Measures in Markov Decision Processes with an Absorbing State

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