Numerical analysis of continuous time Markov decision processes over finite horizons

DOI10.1016/j.cor.2010.08.011zbMath1206.90206OpenAlexW2088823298MaRDI QIDQ609814

Peter Buchholz, Ingo Schulz

Publication date: 1 December 2010

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2010.08.011

zbMATH Keywords

error boundsuniformization

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (7)

PH-graphs for analyzing shortest path problems with correlated traveling times ⋮ Optimal decisions for continuous time Markov decision processes over finite planning horizons ⋮ Cost vs. time in stochastic games and Markov automata ⋮ Poisoning finite-horizon Markov decision processes at design time ⋮ Control-limit policies for a class of stopping time problems with termination restrictions ⋮ Finite optimal control for time-bounded reachability in CTMDPs and continuous-time Markov games ⋮ Efficient approximation of optimal control for continuous-time Markov games

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