Verifiable conditions for average optimality of continuous-time Markov decision processes

DOI10.1016/j.orl.2016.09.007zbMath1408.90314OpenAlexW2522896235MaRDI QIDQ1709947

XiaoLong Zou, Yong-hui Huang

Publication date: 15 January 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2016.09.007

zbMATH Keywords

average reward criterionoptimal stationary policyunbounded transition ratescontinuous-time Markov decision processesnew optimality condition

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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• New discount and average optimality conditions for continuous-time Markov decision processes
• Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games
• Nondiscounted Continuous Time Markovian Decision Process with Countable State Space
• Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces

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