Continuous-time Markov decision processes with \(n\)th-bias optimality criteria
type: Item
instance of: scholarly article
title: Continuous-time Markov decision processes with \(n\)th-bias optimality criteria
zbMATH Open document ID: 1184.49030
author: Junyu Zhang
author: Xi-Ren Cao
published in: Automatica
publication date: 2010-04-14T00:00:00Z
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 5692828
zbMATH Keywords: continuous-time systems
zbMATH Keywords: Markov decision processes
zbMATH Keywords: multichain model
zbMATH Keywords: \(n\)th-bias optimality criteria
zbMATH Keywords: policy iteration algorithms
zbMATH Keywords: performance analysis
zbMATH Keywords: sensitivity analysis
MaRDI profile type: Publication
full work available at URL: j.automatica.2009.03.009
OpenAlex ID: W1513275709
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DOI: 10.1016/J.AUTOMATICA.2009.03.009
description: scientific article; zbMATH DE number 5692828