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

Content Provider	IEEE Xplore Digital Library
Author	Feinberg, E.A.
Copyright Year	1999
Description	Author affiliation: Dept. of Appl. Math. & Stat., State Univ. of New York, Stony Brook, NY, USA (Feinberg, E.A.)
Abstract	Introduces and develops a new approach to the theory of continuous-time jump Markov decision processes (CTJMDP). This approach reduces discounted CTJMDPs to discounted semi-Markov decision processes (SMDPs). The reduction is based on the equivalence of strategies that change actions between jumps to the randomized strategies that change actions only at jump epochs. In particular, this paper introduces the theory for multiple-objective CTJMDPs with expected total discounted rewards and constraints. As an intermediate step, this paper develops the theory of constrained optimization of discounted SMDPs.
Starting Page	937
Ending Page	941
File Size	441829
Page Count	5
File Format	PDF
ISBN	0780352505
ISSN	01912216
DOI	10.1109/CDC.1999.832913
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1999-12-07
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Stochastic systems Discrete event systems Constraint theory Mathematics Statistics World Wide Web Constraint optimization Control system synthesis Telecommunication control Virtual manufacturing
Content Type	Text
Resource Type	Article

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