Continuous-Time Markov Decision Processes

Theory and Applications

Authors:

ISBN: 978-3-642-02546-4 (Print) 978-3-642-02547-1 (Online)

Table of contents (12 chapters)

  1. Front Matter

    Pages I-XVII

  2. No Access

    Book Chapter

    Pages 1-8

    Introduction and Summary

  3. No Access

    Book Chapter

    Pages 9-18

    Continuous-Time Markov Decision Processes

  4. No Access

    Book Chapter

    Pages 19-53

    Average Optimality for Finite Models

  5. No Access

    Book Chapter

    Pages 55-70

    Discount Optimality for Nonnegative Costs

  6. No Access

    Book Chapter

    Pages 71-86

    Average Optimality for Nonnegative Costs

  7. No Access

    Book Chapter

    Pages 87-103

    Discount Optimality for Unbounded Rewards

  8. No Access

    Book Chapter

    Pages 105-125

    Average Optimality for Unbounded Rewards

  9. No Access

    Book Chapter

    Pages 127-142

    Average Optimality for Pathwise Rewards

  10. No Access

    Book Chapter

    Pages 143-162

    Advanced Optimality Criteria

  11. No Access

    Book Chapter

    Pages 163-173

    Variance Minimization

  12. No Access

    Book Chapter

    Pages 175-186

    Constrained Optimality for Discount Criteria

  13. No Access

    Book Chapter

    Pages 187-194

    Constrained Optimality for Average Criteria

  14. Back Matter

    Pages 195-234