Strong \(n(n=-1,0)\)-discount optimality for continuous-time jump Markov decision processes

zbMath1240.90460MaRDI QIDQ717284

Quanxin Zhu, Xiao-Bao Shu, Hongchu Wang

Publication date: 29 September 2011

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

optimal stationary policyaverage rewardcontinuous-time jump Markov decision process

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Markov and semi-Markov decision processes (90C40)

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