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Continuous-Time Markov Decision Processes

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Cover of 'Continuous-Time Markov Decision Processes'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction and Summary
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    Chapter 2 Continuous-Time Markov Decision Processes
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    Chapter 3 Average Optimality for Finite Models
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    Chapter 4 Discount Optimality for Nonnegative Costs
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    Chapter 5 Average Optimality for Nonnegative Costs
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    Chapter 6 Discount Optimality for Unbounded Rewards
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    Chapter 7 Average Optimality for Unbounded Rewards
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    Chapter 8 Average Optimality for Pathwise Rewards
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    Chapter 9 Advanced Optimality Criteria
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    Chapter 10 Variance Minimization
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    Chapter 11 Constrained Optimality for Discount Criteria
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    Chapter 12 Constrained Optimality for Average Criteria
Attention for Chapter 3: Average Optimality for Finite Models
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