New discount and average optimality conditions for continuous-time Markov decision processes
From MaRDI portal
Publication:3074487
DOI10.1239/aap/1293113146zbMath1225.90152OpenAlexW2074353001MaRDI QIDQ3074487
Publication date: 9 February 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1293113146
occupation measureaverage cost optimal policydiscounted cost optimal policyminimum nonnegative solution methodoptimality inequality/equation
Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (10)
Optimal control of a multiclass queueing system when customers can change types ⋮ Optimal Control of Piecewise Deterministic Markov Processes ⋮ Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes ⋮ Verifiable conditions for average optimality of continuous-time Markov decision processes ⋮ Continuous-time Markov decision processes with state-dependent discount factors ⋮ New optimality conditions for average-payoff continuous-time Markov games in Polish spaces ⋮ Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates ⋮ Computable approximations for average Markov decision processes in continuous time ⋮ Average optimality for continuous-time Markov decision processes under weak continuity conditions ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Average optimality for continuous-time Markov decision processes in Polish spaces
- Continuous-time Markov chains. An applications-oriented approach
- Continuous time control of Markov processes on an arbitrary state space: Discounted rewards
- Continuous-time controlled Markov chains.
- Computable exponential convergence rates for stochastically ordered Markov processes
- Average optimality for continuous-time Markov decision processes with a policy iteration approach
- Average optimality inequality for continuous-time Markov decision processes in Polish spaces
- Bias Optimality for Continuous-Time Controlled Markov Chains
- A note on bias optimality in controlled queueing systems
- Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
- Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
- Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
- On the Integro-Differential Equations of Purely Discontinuous Markoff Processes
- Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon
This page was built for publication: New discount and average optimality conditions for continuous-time Markov decision processes
