Continuous time control of Markov processes on an arbitrary state space: average return criterion

DOI10.1016/0304-4149(76)90026-0zbMath0322.60069OpenAlexW2058604361MaRDI QIDQ1223874

Bharat T. Doshi

Publication date: 1976

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(76)90026-0

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Special processes (60K99) Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)

Related Items (6)

Continuous time markov decision processes with interventions ⋮ Verifiable conditions for average optimality of continuous-time Markov decision processes ⋮ Continuous time Markov decision programming with average reward criterion and unbounded reward rate ⋮ New optimality conditions for average-payoff continuous-time Markov games in Polish spaces ⋮ Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates ⋮ Long-term average cost control problems for continuous time Markov processes: A survey

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