Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies : the dynamic programming approach
Alexey Piunovskiy; Yi Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Piunovskiy, Alexey ; Zhang, Yi |
| Published in: |
4OR : a quarterly journal of operations research. - Berlin, Heidelberg : Springer, ZDB-ID 2127815-5. - Vol. 12.2014, 1, p. 49-75
|
| Subject: | Bellman equation | Continuous-time Markov decision process | Dynamic programming | Dynkin's formula | Theorie | Theory | Dynamische Optimierung | Markov-Kette | Markov chain | Mathematische Optimierung | Mathematical programming | Entscheidung | Decision |
| 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/10010339175