Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
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Publication:3516414
DOI10.1239/jap/1214950357zbMath1189.90187OpenAlexW2093579761MaRDI QIDQ3516414
Quanxin Zhu, Tomás Prieto-Rumeau
Publication date: 5 August 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1214950357
bias optimalityovertaking optimalityexpected average reward criterioncontinuous-time jump Markov decision processgeneral state space
Related Items (7)
Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes ⋮ Average sample-path optimality for continuous-time Markov decision processes in Polish spaces ⋮ Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria ⋮ Denumerable continuous-time Markov decision processes with multiconstraints on average costs ⋮ Policy iteration for continuous-time average reward Markov decision processes in Polish spaces ⋮ Variance minimization for continuous-time Markov decision processes: two approaches ⋮ Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria
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