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Gradual-Impulsive Control Models

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Continuous-Time Markov Decision Processes

Part of the book series: Probability Theory and Stochastic Modelling ((PTSM,volume 97))

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Abstract

The CTMDPs discussed in the previous chapters only allow the decision-maker to control the local characteristics of the process. This chapter considers a more general situation, where the decision-maker can control both the local characteristics and the trajectories of the process.

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Correspondence to Alexey Piunovskiy .

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Piunovskiy, A., Zhang, Y. (2020). Gradual-Impulsive Control Models. In: Continuous-Time Markov Decision Processes. Probability Theory and Stochastic Modelling, vol 97. Springer, Cham. https://doi.org/10.1007/978-3-030-54987-9_7

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