An Equivalence between Continuous and Discrete Time Markov Decision Processes.

作者: Richard F. Serfozo

DOI:

关键词: MathematicsMarkov modelMarkov chainMarkov propertyMarkov processContinuous-time Markov chainBalance equationMarkov kernelMarkov renewal processDiscrete mathematics

摘要: … shall discuss for Markov decision processes is based on the following well known equivalence for Markov processes… We shall also consider a discrete time controlled Markov chain, that …

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