Continuous-Time Markov Decision Processes

DOI10.1007/978-3-030-54987-9zbMath1451.90003OpenAlexW4255925811MaRDI QIDQ5119157

Yi Zhang, Aleksey B. Piunovskiy

Publication date: 3 September 2020

Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-54987-9

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov and semi-Markov decision processes (90C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Markov processes (60Jxx) Special processes (60Kxx)

Related Items (13)

Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space ⋮ Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems ⋮ Discounted stochastic games for continuous-time jump processes with an uncountable state space ⋮ Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space ⋮ Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion ⋮ Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes ⋮ Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method ⋮ Equivalent conditions for weak continuity of nonlinear filters ⋮ On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations ⋮ Extreme Occupation Measures in Markov Decision Processes with an Absorbing State ⋮ Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion ⋮ On Finite Approximations to Markov Decision Processes with Recursive and Nonlinear Discounting ⋮ Ergodic risk-sensitive control of Markov processes on countable state space revisited

This page was built for publication: Continuous-Time Markov Decision Processes