Markov decision drift processes

Frank A. Van der Duyn Schouten
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Frank A. Van der Duyn Schouten: Department of Actuarial Sciences and Econometrics

A chapter in Semi-Markov Models, 1986, pp 63-78 from Springer

Abstract: Abstract In Markov decision theory we distinguish (a) discrete-time Markov decision processes (b) semi-Markov decision processes (c) continuous time Markov decision processes.

Keywords: Optimal Policy; Sample Path; Markov Decision Process; Impulsive Control; Compound Poisson Process (search for similar items in EconPapers)
Date: 1986
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4899-0574-1_5

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DOI: 10.1007/978-1-4899-0574-1_5

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