Continuous-Time Markov Decision Processes

Philipp Melchiors
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Philipp Melchiors: Technische Universität München

Chapter Chapter 4 in Dynamic and Stochastic Multi-Project Planning, 2015, pp 29-41 from Springer

Abstract: Abstract In this chapter, we review the fundamentals of continuous-time Markov decision processes (CTMDPs) as used in this thesis. Our focus is on CTMDPs as the problems presented in Chap. 2 are considered in continuous time. In Sect. 4.1, we outline the general structure of a CTMDP.

Keywords: Continuous-time Markov Decision Processes (CTMDP); Uniformized CTMDP; System State Objects; Hash Key; Term Average Cost (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-319-04540-5_4

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DOI: 10.1007/978-3-319-04540-5_4

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