CONTINUOUS TIME MARKOVIAN DECISION PROCESSES AVERAGE RETURN CRITERION

被引:13
作者
KAKUMANU, P [1 ]
机构
[1] POLYTECH INST NEW YORK,333 JAY ST,BROOKLYN,NY 11201
关键词
D O I
10.1016/0022-247X(75)90063-3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:173 / 188
页数:16
相关论文
共 8 条
[1]  
DERMAN C, 1966, ANN MATH STATIST, V3, P1545
[2]  
DERMAN C, 1967, MANAGE SCI, V13, P609
[3]   ON RECURRENT DENUMERABLE DECISION PROCESSES [J].
FISHER, L .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (02) :424-&
[4]   DENUMERABLE MARKOV PROCESSES WITH BOUNDED GENERATORS - ROUTINE FOR CALCULATING PIJ INFINITY [J].
JENSEN, A ;
KENDALL, D .
JOURNAL OF APPLIED PROBABILITY, 1971, 8 (02) :423-&
[5]   CONTINUOUSLY DISCOUNTED MARKOV DECISION MODEL WITH COUNTABLE STATE AND ACTION SPACE [J].
KAKUMANU, P .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03) :919-&
[6]   NONDISCOUNTED CONTINUOUS TIME MARKOVIAN DECISION PROCESS WITH COUNTABLE STATE SPACE [J].
KAKUMANU, P .
SIAM JOURNAL ON CONTROL, 1972, 10 (01) :210-&
[7]  
KAKUMANU P, 63 CORN U DEP OR TEC
[8]  
ROSS SM, 1970, APPLIED PROBABILITY