Constrained continuous-time Markov decision processes on the finite horizon

Xianping Guo, Yonghui Huang*, Yi Zhang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)


Original languageEnglish
Pages (from-to)317-341
Number of pages25
JournalApplied Mathematics and Optimization
Issue number2
Publication statusPublished - 1 Apr 2017

Bibliographical note

Funding Information:
Research supported by NSFC and Guangdong Province Key Laboratory of Computational Science at Sun Yat-Sen University. Y. Zhang’s work was carried out with a financial grant from the Research Fund for Coal and Steel of the European Commission, within the INDUSE-2-SAFETY project (Grant No. RFSR-CT-2014-00025).

Publisher Copyright:
© 2016, Springer Science+Business Media New York.

ASJC Scopus subject areas

  • Control and Optimization
  • Applied Mathematics


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