Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
Year of publication: |
2020
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Authors: | Huang, Yonghui ; Guo, Xianping |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 2, p. 641-659
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Subject: | piecewise deterministic Markov decision process | finite horizon | constrained problem | occupancy measure | linear program | Theorie | Theory | Markov-Kette | Markov chain | Mathematische Optimierung | Mathematical programming | Entscheidung | Decision |
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