Constrained continuous-time Markov decision processes on the finite horizon

Xianping Guo; Yonghui Huang; Yi Zhang

doi:10.1007/s00245-016-9352-6

Constrained continuous-time Markov decision processes on the finite horizon

Xianping Guo
, Yonghui Huang^*
, Yi Zhang

^*Corresponding author for this work

Mathematics

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Abstract

Original language	English
Pages (from-to)	317-341
Number of pages	25
Journal	Applied Mathematics and Optimization
Volume	75
Issue number	2
DOIs	https://doi.org/10.1007/s00245-016-9352-6
Publication status	Published - 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

Access to Document

10.1007/s00245-016-9352-6

Cite this

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title = "Constrained continuous-time Markov decision processes on the finite horizon",

author = "Xianping Guo and Yonghui Huang and Yi Zhang",

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T1 - Constrained continuous-time Markov decision processes on the finite horizon

AU - Guo, Xianping

AU - Huang, Yonghui

AU - Zhang, Yi

N1 - 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.

PY - 2017/4/1

Y1 - 2017/4/1

UR - https://www.scopus.com/pages/publications/84963747150

U2 - 10.1007/s00245-016-9352-6

DO - 10.1007/s00245-016-9352-6

M3 - Article

AN - SCOPUS:84963747150

SN - 0095-4616

VL - 75

SP - 317

EP - 341

JO - Applied Mathematics and Optimization

JF - Applied Mathematics and Optimization

IS - 2

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