Continuous-time mean field Markov decision models
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Publication:6589687
DOI10.1007/s00245-024-10154-1MaRDI QIDQ6589687
Nicole Bäuerle, Sebastian G. Hofer
Publication date: 20 August 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Pontryagin's maximum principlecontinuous-time Markov decision processmean field problemprocess limits
Markov and semi-Markov decision processes (90C40) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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