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

Avainsanat: Mathematics, Operations Research, Mathematical Programming, Probability Theory and Stochastic Processes