Continuous Time Markov Decision Processes with Discounted Moment Criterion

✍ Scribed by Qiying Hu

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 156 KB
• Volume: 203
• Category: Article
• ISSN: 0022-247X
• DOI: 10.1006/jmaa.1996.9999

✦ Synopsis

Time Markov decision processes with countable states and actions continuous 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.