Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
Xianping Guo; Wenzhao Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Guo, Xianping ; Zhang, Wenzhao |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 238.2014, 2 (16.10.), p. 486-496
|
| Subject: | Constrained continuous-time Markov decision processes | Unbounded transition rate | Convergence | Finite approximation | Theorie | Theory | Markov-Kette | Markov chain | Entscheidung | Decision | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010400205