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Erschienen in:
2020 | OriginalPaper | Buchkapitel
1. Description of CTMDPs and Preliminaries
verfasst von : Alexey Piunovskiy, Yi Zhang
Erschienen in: Continuous-Time Markov Decision Processes
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Abstract
In this chapter, we provide a rigorous mathematical description of continuous-time Markov decision processes (CTMDPs), the total cost model, and present several practical examples of CTMDPs. We also establish several preliminary properties of the total cost model to serve our future investigations. In comparison with the previous literature, we introduce and consider wider classes of control strategies and put a special emphasis on those that are realizable, see more discussions on this in Sect. 1.4. A further discussion of possible control strategies is in Chap. 6, Sect. 6.1.1.