Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints: linear programming approach via a reduction method

Alexey Piunovskiy; Yi Zhang

Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints: linear programming approach via a reduction method

Alexey Piunovskiy, Yi Zhang

Mathematics

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

2 Downloads (Pure)

Original language	English
Journal	SIAM Journal on Control and Optimization
Publication status	Accepted/In press - 28 Feb 2022

Bibliographical note

Not yet published as of 29/04/2022.

Access to Document

AcceptedPiunovskiyZhangSICONBirmingham2022

Cite this

@article{9f03400aa037441baa5848260d034a6a,

title = "Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints: linear programming approach via a reduction method",

author = "Alexey Piunovskiy and Yi Zhang",

note = "Not yet published as of 29/04/2022.",

year = "2022",

month = feb,

day = "28",

language = "English",

journal = "SIAM Journal on Control and Optimisation",

issn = "0363-0129",

publisher = "Society for Industrial and Applied Mathematics",

}

TY - JOUR

T1 - Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints

T2 - linear programming approach via a reduction method

AU - Piunovskiy, Alexey

AU - Zhang, Yi

N1 - Not yet published as of 29/04/2022.

PY - 2022/2/28

Y1 - 2022/2/28

UR - http://www.siam.org/journals/sicon.php

M3 - Article

JO - SIAM Journal on Control and Optimisation

JF - SIAM Journal on Control and Optimisation

SN - 0363-0129

ER -