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Continuous time Markovian decision processes average return criterion

✍ Scribed by Prasadarao Kakumanu

Publisher
Elsevier Science
Year
1975
Tongue
English
Weight
738 KB
Volume
52
Category
Article
ISSN
0022-247X

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πŸ“œ SIMILAR VOLUMES

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## Abstract Infinite‐horizon, countable‐state, continuous‐time Markovian decision models are solved by formulating as a pair of infinite linear‐programming problems. Expected discounted and average returns are considered as criterion functions. For both criterion functions, the existence of determi