Constrained Continuous-Time Markov Control Processes with Discounted Criteria

DOI10.1081/SAP-120019291zbMath1099.90071OpenAlexW1996452326MaRDI QIDQ4799713

Onésimo Hernández-Lerma, Xianping Guo

Publication date: 25 March 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120019291

zbMATH Keywords

continuous-time Markov processestransition ratesconstrained-optimal policydiscounted criteriaunbounded reward/cost

Mathematics Subject Classification ID

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

Related Items (10)

Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints ⋮ Constrained continuous-time Markov decision processes on the finite horizon ⋮ Constrained Markov decision processes with first passage criteria ⋮ Total reward criteria for unconstrained/constrained continuous-time Markov decision processes ⋮ Discounted continuous-time constrained Markov decision processes in Polish spaces ⋮ Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation ⋮ A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes ⋮ Constrained continuous-time Markov decision processes with average criteria ⋮ The vanishing discount approach to constrained continuous-time controlled Markov chains ⋮ The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints

Cites Work

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