First passage optimality for continuous-time Markov decision processes with varying discount factors and history-dependent policies

Xianping Guo, Xinyuan Song, Yi Zhang

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)

Abstract


Original languageEnglish
Article number6595596
Pages (from-to)163-174
Number of pages12
JournalIEEE Transactions on Automatic Control
Volume59
Issue number1
DOIs
Publication statusPublished - Jan 2014

Keywords

  • Continuous-time Markov decision process
  • First passage criterion
  • Varying discount factor

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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