The transformation method for continuous-time Markov decision processes

Alexey Piunovskiy; Yi Zhang

doi:10.1007/s10957-012-0015-8

The transformation method for continuous-time Markov decision processes

Alexey Piunovskiy, Yi Zhang

Mathematics

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

13 Citations (Scopus)

Original language	English
Pages (from-to)	691-712
Journal	Journal of Optimization Theory and Applications
Volume	154
Issue number	2
DOIs	https://doi.org/10.1007/s10957-012-0015-8
Publication status	Published - Aug 2012

Keywords

Continuous-time Markov decision process
Discrete-time Markov decision process
History-dependent policies
Transformation method
Unbounded transition rates

ASJC Scopus subject areas

Management Science and Operations Research
Control and Optimization
Applied Mathematics

Access to Document

10.1007/s10957-012-0015-8

Cite this

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title = "The transformation method for continuous-time Markov decision processes",

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language = "English",

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journal = "Journal of Optimization Theory and Applications",

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KW - Discrete-time Markov decision process

KW - History-dependent policies

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KW - Unbounded transition rates

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