Continuous-time controlled Markov chains with discounted rewards

DOI10.1023/B:ACAP.0000003675.06200.45zbMath1043.93067OpenAlexW1984006577MaRDI QIDQ1417644

Xianping Guo, Onésimo Hernández-Lerma

Publication date: 5 January 2004

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:acap.0000003675.06200.45

zbMATH Keywords

discounted criterioncontinuous-time controlled Markov chainsmartingale characterizationoptimal stationary policiesunbounded reward and transition rates

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

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