Sufficiency of Markov policies for continuous-time jump Markov decision processes
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
| Year of publication: |
2022
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|---|---|
| Authors: | Feinberg, Eugene A. ; Mandava, Manasa ; Širjaev, Alʹbert N. |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 2, p. 1266-1286
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| Subject: | action | Borel | continuous-time jump Markov process | Markov policy | state | Markov-Kette | Markov chain | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1169 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365293