The Transformation Method for Continuous-Time Markov Decision Processes
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DOI: 10.1007/s10957-012-0015-8
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References listed on IDEAS
- Richard F. Serfozo, 1979. "Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes," Operations Research, INFORMS, vol. 27(3), pages 616-620, June.
- Alexey Piunovskiy & Yi Zhang, 2011. "Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 73(2), pages 159-187, April.
- Eugene A. Feinberg, 2004. "Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach," Mathematics of Operations Research, INFORMS, vol. 29(3), pages 492-524, August.
- Xianping Guo & Alexei Piunovskiy, 2011. "Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates," Mathematics of Operations Research, INFORMS, vol. 36(1), pages 105-132, February.
- Xianping Guo, 2007. "Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces," Mathematics of Operations Research, INFORMS, vol. 32(1), pages 73-87, February.
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Cited by:
- Guo, Xianping & Zhang, Wenzhao, 2014. "Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints," European Journal of Operational Research, Elsevier, vol. 238(2), pages 486-496.
- Ping Cao & Jingui Xie, 2016. "Optimal control of a multiclass queueing system when customers can change types," Queueing Systems: Theory and Applications, Springer, vol. 82(3), pages 285-313, April.
- F. M. Spieksma, 2016. "Kolmogorov forward equation and explosiveness in countable state Markov processes," Annals of Operations Research, Springer, vol. 241(1), pages 3-22, June.
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Keywords
Discrete-time Markov decision process; Continuous-time Markov decision process; Unbounded transition rates; Transformation method; History-dependent policies;All these keywords.
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