Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Continuous-Time Markov Decision Processes
This paper is concerned with the asymptotic optimality of quantized stationary policies for continuous-time Markov decision processes (CTMDPs) in Polish spaces with state-dependent discount factors, where the transition rates and reward rates are allowed to be unbounded. Using the dynamic programmin...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
|
| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2022/1080946 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|