[图书][B] Continuous-time Markov decision processes
X Guo, O Hernández-Lerma, X Guo… - 2009 - Springer
In Chap. 2, we formally introduce the concepts associated to a continuous time MDP.
Namely, the basic model of continuous-time MDPs and the concept of a Markov policy are …
Namely, the basic model of continuous-time MDPs and the concept of a Markov policy are …
Asymptotically optimal priority policies for indexable and nonindexable restless bandits
IM Verloop - 2016 - projecteuclid.org
We study the asymptotic optimal control of multi-class restless bandits. A restless bandit is a
controllable stochastic process whose state evolution depends on whether or not the bandit …
controllable stochastic process whose state evolution depends on whether or not the bandit …
Continuous-time Markov decision processes
A Piunovskiy, Y Zhang - Probability Theory and Stochastic Modelling, 2020 - Springer
The study of continuous-time Markov decision processes dates back at least to the 1950s,
shortly after that of its discrete-time analogue. Since then, the theory has rapidly developed …
shortly after that of its discrete-time analogue. Since then, the theory has rapidly developed …
Dynamic control of a single-server system with abandonments
In this paper, we discuss the dynamic server control in a two-class service system with
abandonments. Two models are considered. In the first case, rewards are received upon …
abandonments. Two models are considered. In the first case, rewards are received upon …
Risk-sensitive control of continuous time Markov chains
We study risk-sensitive control of continuous time Markov chains taking values in discrete
state space. We study both finite and infinite horizon problems. In the finite horizon problem …
state space. We study both finite and infinite horizon problems. In the finite horizon problem …
[图书][B] Continuous average control of piecewise deterministic Markov processes
OL do Valle Costa, F Dufour - 2013 - Springer
The intent of this book is to present recent results in the control theory for the longrun
average continuous control problem of Piecewise Deterministic Markov Processes (PDMPs) …
average continuous control problem of Piecewise Deterministic Markov Processes (PDMPs) …
Discounted continuous-time Markov decision processes with constraints: unbounded transition and loss rates
X Guo, A Piunovskiy - Mathematics of Operations Research, 2011 - pubsonline.informs.org
This paper deals with denumerable continuous-time Markov decision processes (MDP) with
constraints. The optimality criterion to be minimized is expected discounted loss, while …
constraints. The optimality criterion to be minimized is expected discounted loss, while …
Uniformization: Basics, extensions and applications
Uniformization, also referred to as randomization, is a well-known performance evaluation
technique to model and analyse continuous-time Markov chains via an easier to …
technique to model and analyse continuous-time Markov chains via an easier to …
Discounted continuous-time Markov decision processes with unbounded rates: the convex analytic approach
A Piunovskiy, Y Zhang - SIAM journal on control and optimization, 2011 - SIAM
This paper deals with constrained discounted continuous-time Markov decision processes,
also known as controlled jump Markov processes, with Borel state and action spaces. Under …
also known as controlled jump Markov processes, with Borel state and action spaces. Under …
[图书][B] Selected topics on continuous-time controlled Markov chains and Markov games
T Prieto-Rumeau, O Hernández-Lerma - 2012 - books.google.com
This book concerns continuous-time controlled Markov chains, also known as continuous-
time Markov decision processes. They form a class of stochastic control problems in which a …
time Markov decision processes. They form a class of stochastic control problems in which a …