Concepedia

Controlled Markov Models with Countable State Space and Continuous Time

A. A. Yushkevich

Theory of Probability and Its Applications · 1978 · 42 citations · 9 references

Concepts

EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesContinuous-time Stochastic ProcessesMarkov ChainsMarkov ModelingMarkov ProcessesState-space ModelsStochastic ControlContinuous-time Markov ChainsContinuous-time Markov ProcessesContinuous-time ModelsContinuous-time State-space ModelsCountable-state Markov ChainsStochastic State-space Models

References

9

Dynamic Programming and Markov Processes.

Marshall Freimer, Ronald A. Howard · Journal of the American Statistical Association · 1961 · 3.5K citations

Engineering, Computer Science, Mathematics +14

Negative Dynamic Programming

Ralph E. Strauch · The Annals of Mathematical Statistics · 1966 · 406 citations · Full text

Finite state continuous time Markov decision processes with an infinite planning horizon

Bruce L. Miller · Journal of Mathematical Analysis and Applications · 1968 · 139 citations

Business, Decision Sciences, Mathematics +12

Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon

Bruce L. Miller · SIAM Journal on Control · 1968 · 102 citations

Business, Decision Sciences, Mathematics +15

Continuously Discounted Markov Decision Model with Countable State and Action Space

Prasadarao Kakumanu · The Annals of Mathematical Statistics · 1971 · 60 citations · Full text

Engineering, Mathematics, Markov Decision Processes +15