Guo, Xianping
Continuous-Time Markov Decision Processes
1. Introduction and Summary
Xianping Guo, Onésimo Hernández-Lerma
2. Continuous-Time Markov Decision Processes
Xianping Guo, Onésimo Hernández-Lerma
3. Average Optimality for Finite Models
Xianping Guo, Onésimo Hernández-Lerma
4. Discount Optimality for Nonnegative Costs
Xianping Guo, Onésimo Hernández-Lerma
5. Average Optimality for Nonnegative Costs
Xianping Guo, Onésimo Hernández-Lerma
6. Discount Optimality for Unbounded Rewards
Xianping Guo, Onésimo Hernández-Lerma
7. Average Optimality for Unbounded Rewards
Xianping Guo, Onésimo Hernández-Lerma
8. Average Optimality for Pathwise Rewards
Xianping Guo, Onésimo Hernández-Lerma
9. Advanced Optimality Criteria
Xianping Guo, Onésimo Hernández-Lerma
10. Variance Minimization
Xianping Guo, Onésimo Hernández-Lerma
11. Constrained Optimality for Discount Criteria
Xianping Guo, Onésimo Hernández-Lerma
12. Constrained Optimality for Average Criteria
Xianping Guo, Onésimo Hernández-Lerma
Keywords: Mathematics, Operations Research, Mathematical Programming, Probability Theory and Stochastic Processes
- Author(s)
- Guo, Xianping
- Hernández-Lerma, Onésimo
- Publisher
- Springer
- Publication year
- 2009
- Language
- en
- Edition
- 1
- Series
- Stochastic Modelling and Applied Probability
- Page amount
- 17 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783642025471