Continuous-time Markov decision processes with state-dependent discount factors
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Publication:693162
DOI10.1007/s10440-012-9669-3zbMath1281.90082OpenAlexW2023432628MaRDI QIDQ693162
Publication date: 7 December 2012
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-012-9669-3
dynamic programmingexplicit expressioncontinuous-time Markov decision processesexplicit and exact solutionstate-dependent discount factor
Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (5)
Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes ⋮ Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates ⋮ Unnamed Item ⋮ On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes ⋮ Zero-sum semi-Markov games with state-action-dependent discount factors
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