EXISTENCE OF OPTIMAL CONTROL IN CONTINUOUS TIME MARKOV DECISION PROCESSES

被引:0
|
作者
YASUDA, M [1 ]
机构
[1] KAGOSHIMA UNIV,DEPT MATH,KAGOSHIMA,JAPAN
来源
BULLETIN OF MATHEMATICAL STATISTICS | 1972年 / 15卷 / 1-2期
关键词
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:7 / 17
页数:11
相关论文
共 50 条
  • [22] Delayed Nondeterminism in Continuous-Time Markov Decision Processes
    Neuhaeusser, Martin R.
    Stoelinga, Marielle
    Katoen, Joost-Pieter
    FOUNDATIONS OF SOFTWARE SCIENCE AND COMPUTATIONAL STRUCTURES, PROCEEDINGS, 2009, 5504 : 364 - +
  • [23] MARKOV DECISION PROCESSES WITH A NEW OPTIMALITY CRITERION - CONTINUOUS TIME
    JAQUETTE, SC
    ANNALS OF STATISTICS, 1975, 3 (02): : 547 - 553
  • [24] The Transformation Method for Continuous-Time Markov Decision Processes
    Alexey Piunovskiy
    Yi Zhang
    Journal of Optimization Theory and Applications, 2012, 154 : 691 - 712
  • [25] Continuous-Time Markov Decision Processes with Controlled Observations
    Huang, Yunhan
    Kavitha, Veeraruna
    Zhu, Quanyan
    2019 57TH ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING (ALLERTON), 2019, : 32 - 39
  • [26] Continuous-Time Markov Decision Processes with Exponential Utility
    Zhang, Yi
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 55 (04) : 2636 - 2660
  • [27] MARKOV DECISION-PROCESSES WITH BOTH CONTINUOUS AND IMPULSIVE CONTROL
    YUSHKEVICH, AA
    LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 81 : 234 - 246
  • [28] An ergodic control problem for constrained diffusion processes: Existence of optimal Markov control
    Budhiraja, A
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2003, 42 (02) : 532 - 558
  • [29] Optimal control of distributed Markov decision processes with network delays
    Adlakha, Sachin
    Madan, Ritesh
    Lall, Sanjay
    Goldsmith, Andrea
    PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14, 2007, : 4804 - +
  • [30] Optimal control in Markov decision processes via distributed optimization
    Fu, Jie
    Han, Shuo
    Topcu, Ufuk
    2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2015, : 7462 - 7469