Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion - MaRDI portal

Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion

From MaRDI portal
Publication:5266934

DOI10.1109/TAC.2002.808469zbMath1364.90346OpenAlexW2150301222MaRDI QIDQ5266934

Onésimo Hernández-Lerma, Xianping Guo

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2002.808469




Related Items

Zero-sum continuous-time Markov games with unbounded transition and discounted payoff ratesUniform ergodicity of continuous-time controlled Markov chains: a survey and new resultsDynamic admission and service rate control of a queueApproximation of zero-sum continuous-time Markov games under the discounted payoff criterionNonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff ratesAverage sample-path optimality for continuous-time Markov decision processes in Polish spacesPotentials based optimization with embedded Markov chain for stochastic constrained systemTotal reward criteria for unconstrained/constrained continuous-time Markov decision processesExistence and regularity of a nonhomogeneous transition matrix under measurability conditionsDiscounted Continuous-Time Controlled Markov Chains: Convergence of Control ModelsAverage optimality for continuous-time Markov decision processes with a policy iteration approachAverage optimality inequality for continuous-time Markov decision processes in Polish spacesDenumerable continuous-time Markov decision processes with multiconstraints on average costsPolicy iteration for continuous-time average reward Markov decision processes in Polish spacesContinuous-time Markov decision processes with \(n\)th-bias optimality criteriaConstrained continuous-time Markov decision processes with average criteriaZero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffsThe vanishing discount approach to constrained continuous-time controlled Markov chainsBlackwell optimality in the class of Markov policies for continuous-time controlled Markov chainsA survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)Average optimality for continuous-time Markov decision processes in Polish spacesNew sufficient conditions for average optimality in continuous-time Markov decision processesZero-sum games for continuous-time Markov chains with unbounded transition and average payoff ratesNew discount and average optimality conditions for continuous-time Markov decision processesVariance minimization and the overtaking optimality approach to continuous-time controlled Markov chainsAverage optimality for continuous-time Markov decision processes under weak continuity conditions