Continuous-time Markov decision processes with state-dependent discount factors
type: Item
instance of: scholarly article
title: Continuous-time Markov decision processes with state-dependent discount factors
zbMATH Open document ID: 1281.90082
author: Liuer Ye
author: Xianping Guo
published in: Acta Applicandae Mathematicae
publication date: 2012-12-07T00:00:00Z
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 60J27
zbMATH DE Number: 6113950
zbMATH Keywords: continuous-time Markov decision processes
zbMATH Keywords: state-dependent discount factor
zbMATH Keywords: dynamic programming
zbMATH Keywords: explicit and exact solution
zbMATH Keywords: explicit expression
MaRDI profile type: Publication
full work available at URL: s10440-012-9669-3
OpenAlex ID: W2023432628
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DOI: 10.1007/S10440-012-9669-3
description: scientific article; zbMATH DE number 6113950