Finite approximation for finite-horizon continuous-time Markov decision processes
Year of publication: |
March 2017
|
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Authors: | Wei, Qingda |
Published in: |
4OR : a quarterly journal of operations research. - Berlin, Heidelberg : Springer, ZDB-ID 2127815-5. - Vol. 15.2017, 1, p. 67-84
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Subject: | Continuous-time Markov decision processes | Finite-horizon expected total cost criterion | Unbounded transition rates | Finite approximation | Theorie | Theory | Markov-Kette | Markov chain | Entscheidung | Decision |
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