Constrained continuous-time Markov control processes with discounted criteria
Document title: Constrained continuous-time Markov control processes with discounted criteria
Journal: Reporte interno - CINVESTAV
Database: PERIÓDICA
System number: 000182252
Authors: 1
Institutions: 1Instituto Politécnico Nacional, Centro de Investigación y de Estudios Avanzados, México, Distrito Federal. México
Year:
Season: Jun
Number: 307
Pages: 1-16
Country: México
Language: Inglés
Document type: Artículo
Approach: Analítico
Disciplines: Matemáticas
Keyword: Matemáticas aplicadas,
Control estocástico,
Procesos de Markov,
Tiempo continuo,
Razones de transición,
Política óptima
Keyword: Mathematics,
Applied mathematics,
Stochastic control,
Markov processes,
Continuous time,
Transition rates,
Optimal policy
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