The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains

DOI10.1007/s001860400393zbMath1077.93055OpenAlexW1985760175MaRDI QIDQ1774603

Tomás Prieto-Rumeau, Onésimo Hernández-Lerma

Publication date: 17 May 2005

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860400393

zbMATH Keywords

Markov decision processesLaurent seriesBlackwell optimalityAverage reward criteriaContinuous-time controlled Markov chainsSensitive discount criteria

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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Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results ⋮ Blackwell Optimality for Controlled Diffusion Processes ⋮ Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes ⋮ Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games ⋮ Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces ⋮ Total reward criteria for unconstrained/constrained continuous-time Markov decision processes ⋮ Continuous-time Markov decision processes with \(n\)th-bias optimality criteria ⋮ The vanishing discount approach to constrained continuous-time controlled Markov chains ⋮ On the optimal control of a two-queue polling model ⋮ Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes ⋮ Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games

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