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Continuous time Markov decision processes with discounted moment criterion. (English) Zbl 0858.90135

Summary: Continuous time Markov decision processes with countable states and actions are discussed with the criterion of discounted moment optimality. They are transformed into a sequence of discrete time Markov decision processes with the criterion of discounted expected total rewards.

MSC:

90C40 Markov and semi-Markov decision processes
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