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cs.NI2013
Infinite Horizon Optimal Impulsive Control Theory with Application to Internet Congestion Control
Konstantin Avrachenkov, Oussama Habachi, Alexei Piunovskiy +1
We develop Bellman equation based approach for infinite time horizon optimal impulsive control problems. Both discounted and time average criteria are considered. We establish very…
math.OC2013★ 2 cited
Constrained total undiscounted continuous-time Markov decision processes
Xianping Guo, Yi Zhang
The present paper considers the constrained optimal control problem with total undiscounted criteria for a continuous-time Markov decision process (CTMDP) in Borel state and action…