Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations

DOI10.1239/aap/1449859801zbMath1331.90094OpenAlexW2184404526MaRDI QIDQ2786428

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Publication date: 12 February 2016

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1449859801

zbMATH Keywords

discounted costdrift conditionsnonexplosivenessparametrised Markov processesperturbed MDPs

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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Note on discounted continuous-time Markov decision processes with a lower bounding function ⋮ On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes ⋮ DYNAMIC CONTROL OF A SINGLE-SERVER SYSTEM WHEN JOBS CHANGE STATUS ⋮ \(K\) competing queues with customer abandonment: optimality of a generalised \(c \mu \)-rule by the smoothed rate truncation method

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