Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models

DOI10.1239/jap/1354716658zbMath1255.90126OpenAlexW2038497469MaRDI QIDQ4903043

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau

Publication date: 19 January 2013

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1354716658

zbMATH Keywords

discount optimalityapproximation of control modelscontinuous-time controlled Markov chain

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

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