Average cost criterion induced by the regular utility function for continuous-time Markov decision processes

DOI10.1007/s10626-017-0237-xzbMath1374.93388OpenAlexW2591387921MaRDI QIDQ1677191

Qingda Wei, Xian Chen

Publication date: 10 November 2017

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10626-017-0237-x

zbMATH Keywords

optimal policycontinuous-time Markov decision processes\(U\)-average cost criterionregular utility function

Mathematics Subject Classification ID

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

Related Items (4)

Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces ⋮ Risk-sensitive average continuous-time Markov decision processes with unbounded rates ⋮ Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates ⋮ Mean-semivariance optimality for continuous-time Markov decision processes

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