Average sample-path optimality for continuous-time Markov decision processes in Polish spaces

DOI10.1007/s10255-011-0111-9zbMath1287.90084OpenAlexW2146161221MaRDI QIDQ1942150

Quanxin Zhu

Publication date: 18 March 2013

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-011-0111-9

zbMATH Keywords

Polish spacecontinuous-time Markov decision processoptimality inequalityoptimality equationaverage sample-path optimality

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Cites Work

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