Continuous-Time Markov Decision Processes with Exponential Utility [PDF]
SIAM Journal on Control and Optimization, 2016 In this paper, we consider a continuous-time Markov decision process (CTMDP) in Borel spaces, where the certainty equivalent with respect to the exponential utility of the total undiscounted cost is to be minimized. The cost rate is nonnegative.
Zhang, Y
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Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes. [PDF]
SIAM Journal on Control and Optimization, 2015 One of the goals of this article is to describe a wide class of control strategies, which includes the traditional relaxed strategies, as well as the so called randomized strategies which appeared earlier only in the framework of semi-Markov decision ...
Piunovskiy, AB
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Bisimulations and Logical Characterizations on Continuous-time Markov Decision Processes [PDF]
, 2013 In this paper we study strong and weak bisimulation equivalences for continuous-time Markov decision processes (CTMDPs) and the logical characterizations of these relations with respect to the continuous-time stochastic logic (CSL).
Godskesen, Jens Chr. +2 more
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Markov Decision Processes with Applications in Wireless Sensor Networks: A Survey [PDF]
IEEE Communications Surveys and Tutorials, 2015 Wireless sensor networks (WSNs) consist of autonomous and resource-limited devices. The devices cooperate to monitor one or more physical phenomena within an area of interest.
Alsheikh, Mohammad Abu +4 more
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Discounted continuous-time constrained Markov decision processes in Polish spaces
The Annals of Applied Probability, 2011 This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be unbounded from
Guo, Xianping, Song, Xinyuan
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Average optimality for continuous-time Markov decision processes in polish spaces
The Annals of Applied Probability, 2006 This paper is devoted to studying the average optimality in continuous-time Markov decision processes with fairly general state and action spaces. The criterion to be maximized is expected average rewards.
Guo, Xianping, Rieder, Ulrich
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Constrained Continuous-Time Markov Decision Processes on the Finite Horizon [PDF]
Applied Mathematics & Optimization, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guo, Xianping, Huang, Yonghui, Zhang, Yi
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Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes [PDF]
Mathematics of Operations Research, 2022 One of the basic facts known for discrete-time Markov decision processes is that, if the probability distribution of an initial state is fixed, then for every policy it is easy to construct a (randomized) Markov policy with the same marginal distributions of state-action pairs as for the original policy. This equality of marginal distributions implies
Eugene A. Feinberg +2 more
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Impulsive Control for Continuous-Time Markov Decision Processes [PDF]
Advances in Applied Probability, 2015 In this paper our objective is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite time horizon discounted cost. The continuous-time controlled process is shown to be nonexplosive under appropriate hypotheses.
Dufour, François, Piunovskiy, Alexei B.
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Policy Iteration for Continuous-Time Average Reward Markov Decision Processes in Polish Spaces
Abstract and Applied Analysis, 2009 We study the policy iteration algorithm (PIA) for continuous-time jump Markov decision processes in general state and action spaces. The corresponding transition rates are allowed to be unbounded, and the reward rates may have neither upper nor lower ...
Quanxin Zhu +2 more
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