New approach to optimization of discounted stochastic continuous-time discrete-event systems

Eugene A. Feinberg

New approach to optimization of discounted stochastic continuous-time discrete-event systems

Eugene A. Feinberg

Applied Mathematics and Statistics

Research output: Contribution to journal › Conference article › peer-review

Abstract

A new approach to the theory of Continuous Time Jump Markov Decision Processes (CTJMDP) is introduced. The approach reduces discounted CTJMDPs to discounted Semi-Markov Decision Processes (SMDPs). In particular, the theory for multiple objective CTJMDPs with expected total discounted rewards and constraints is introduced.

Original language	English
Pages (from-to)	937-941
Number of pages	5
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	1
State	Published - 1999
Event	The 38th IEEE Conference on Decision and Control (CDC) - Phoenix, AZ, USA Duration: Dec 7 1999 → Dec 10 1999

Cite this

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title = "New approach to optimization of discounted stochastic continuous-time discrete-event systems",

abstract = "A new approach to the theory of Continuous Time Jump Markov Decision Processes (CTJMDP) is introduced. The approach reduces discounted CTJMDPs to discounted Semi-Markov Decision Processes (SMDPs). In particular, the theory for multiple objective CTJMDPs with expected total discounted rewards and constraints is introduced.",

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T1 - New approach to optimization of discounted stochastic continuous-time discrete-event systems

AU - Feinberg, Eugene A.

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AB - A new approach to the theory of Continuous Time Jump Markov Decision Processes (CTJMDP) is introduced. The approach reduces discounted CTJMDPs to discounted Semi-Markov Decision Processes (SMDPs). In particular, the theory for multiple objective CTJMDPs with expected total discounted rewards and constraints is introduced.

UR - https://www.scopus.com/pages/publications/0033331327

M3 - Conference article

AN - SCOPUS:0033331327

SN - 0191-2216

VL - 1

SP - 937

EP - 941

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

T2 - The 38th IEEE Conference on Decision and Control (CDC)

Y2 - 7 December 1999 through 10 December 1999

ER -

New approach to optimization of discounted stochastic continuous-time discrete-event systems

Abstract

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