State Classification and Multiclass Optimization of Continuous-Time and Continuous-State Markov Processes

DOI10.1109/TAC.2019.2905949zbMATH Open1482.93699OpenAlexW2921388598WikidataQ128129172 ScholiaQ128129172MaRDI QIDQ5211111

Xi-Ren Cao

Publication date: 28 January 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2019.2905949

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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