scientific article; zbMATH DE number 7793051

Publication date: 23 January 2024

Full work available at URL: http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.04.009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

optimal Markov policy time process first passage optimality equations risk probability criterion nonstationary discrete-time Markov decision

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Cites Work

First passage problems for nonstationary discrete-time stochastic control systems
Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
Performance analysis for controlled semi-Markov systems with application to maintenance
Chaos synchronization of coupled neurons via adaptive sliding mode control
A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
Optimization models for the first arrival target distribution function in discrete time
The risk probability criterion for discounted continuous-time Markov decision processes
Minimum risk probability for finite horizon semi-Markov decision processes
First passage risk probability minimization for piecewise deterministic Markov decision processes
Minimising a threshold probability in discounted Markov decision processes
Limiting Average Criteria For Nonstationary Markov Decision Processes
A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
Risk Probability Minimization Problems for Continuous-Time Markov Decision Processes on Finite Horizon
Stochastic Target Hitting Time and the Problem of Early Retirement
A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes
Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
Markov decision processes with distribution function criterion of first-passage time
Optimal dividend problems with a risk probability criterion

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