Optimal decisions for continuous time Markov decision processes over finite planning horizons
Peter Buchholz, Iryna Dohndorf, Dimitri Scheftelowitsch
| Year of publication: |
January 2017
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|---|---|
| Authors: | Buchholz, Peter ; Dohndorf, Iryna ; Scheftelowitsch, Dimitri |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 77.2017, p. 267-278
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| Subject: | Continuous time Markov decision process | Finite horizon | Uniformization | Numerical techniques | Optimization | Entscheidung | Decision | Markov-Kette | Markov chain | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2016.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011630979