2017
DOI: 10.1017/jpr.2017.53
|View full text |Cite
|
Sign up to set email alerts
|

Note on discounted continuous-time Markov decision processes with a lower bounding function

Abstract: In this paper, we consider the discounted continuous-time Markov decision process (CT-MDP) with a lower bounding function. In this model, the negative part of each cost rate is bounded by the drift function, say w, whereas the positive part is allowed to be arbitrarily unbounded. Our focus is on the existence of a stationary optimal policy for the discounted CTMDP problems out of the more general class. Both constrained and unconstrained problems are considered. Our investigations are based on a useful transfo… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 43 publications
(134 reference statements)
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?