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Viscosity solutions approach to finite-horizon continuous-time Markov decision process
This paper investigates the optimal control problems for the finite-horizon continuous-time Markov decision processes with delay-dependent control policies. We develop compactification methods in d...
期刊介绍:
The International Journal of Control publishes top quality, peer reviewed papers in all areas, both established and emerging, of control theory and its applications.
Readership: Development engineers and research workers in industrial automatic control. Research workers and students in automatic control and systems science in universities. Teachers of advanced automatic control in universities. Applied mathematicians and physicists working in automatic control and systems analysis. Development and research workers in fields where automatic control is widely applied: process industries, energy utility industries and advanced manufacturing, embedded systems and robotics.