scientific article; zbMATH DE number 7400678

zbMath1471.93280MaRDI QIDQ5152603

Rocio Ilhuicatzi-Roldán

Publication date: 24 September 2021

Full work available at URL: http://archives-web.univ-paris1.fr/rev-inv-ope/fileadmin/rev-inv-ope/files/36215/36215-01.pdf

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zbMATH Keywords

dynamic programmingMarkov decision processoptimal stochastic controllinear-quadratic model

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Markov and semi-Markov decision processes (90C40)

Cites Work

• Unnamed Item
• Markov decision processes on Borel spaces with total cost and random horizon
• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events

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