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Continuous time shock markov decision processes with discounted criterion
Optimization, 1992This paper presents a new concept of Markov decision processes: continuous time shock Markov decision processes, which model Markovian controlled systems sequentially shocked by its environment. Between two adjacent shocks, the system can be modeled by continuous time Markov decision processes.
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Numerical Approximations for Discounted Continuous Time Markov Decision Processes
2019This paper deals with a continuous-time Markov decision process M, with Borel state and action spaces, under the total expected discounted cost optimality criterion. By suitably approximating an underlying probability measure with a measure with finite support and by discretizing the action sets of the control model, we can construct a finite state and
Dufour, François, Prieto-Rumeau, Tomás
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Continuous-Time Markov Decision Processes
2009Xianping Guo, Onésimo Hernández-Lerma
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A Continuous-Time Markov Decision Process for Infrastructure Surveillance
2011We consider the dynamics of threat of an infrastructure consisting of various sectors. The dynamics are modelled by a continuous-time Markov decision process (CMDP). A key property of the model is that dependencies between sectors are taken into account. The actions are determined by the number of the available security staff. The decision maker has to
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Finite approximation for finite-horizon continuous-time Markov decision processes
4OR, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Markov Decision Processes With Continuous Time Parameter.
Journal of the American Statistical Association, 1985Martin L. Puterman +1 more
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Markov decision processes with continuous time parameter
European Journal of Operational Research, 1984openaire +2 more sources
Decision aids for localized prostate cancer treatment choice: Systematic review and meta‐analysis
Ca-A Cancer Journal for Clinicians, 2015Philippe D Violette +2 more
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