Kolmogorov forward equation and explosiveness in countable state Markov processes

DOI10.1007/s10479-012-1262-7zbMath1348.90621OpenAlexW2098494535MaRDI QIDQ333068

Mohammad Hasan, M. Dambrine

Publication date: 9 November 2016

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

Full work available at URL: https://doi.org/10.1007/s10479-012-1262-7

zbMATH Keywords

regularitytransition semigroupexplosivenessminimal processweighted supremum norm

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (7)

Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions ⋮ COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION ⋮ Computing Continuous-Time Markov Chains as Transformers of Unbounded Observables ⋮ On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue ⋮ Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations ⋮ Note on discounted continuous-time Markov decision processes with a lower bounding function ⋮ On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes

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