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 rates ⋮ Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results ⋮ Dynamic admission and service rate control of a queue ⋮ Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion ⋮ Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates ⋮ Average sample-path optimality for continuous-time Markov decision processes in Polish spaces ⋮ Potentials based optimization with embedded Markov chain for stochastic constrained system ⋮ Total reward criteria for unconstrained/constrained continuous-time Markov decision processes ⋮ Existence and regularity of a nonhomogeneous transition matrix under measurability conditions ⋮ Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models ⋮ Average optimality for continuous-time Markov decision processes with a policy iteration approach ⋮ Average optimality inequality for continuous-time Markov decision processes in Polish spaces ⋮ Denumerable continuous-time Markov decision processes with multiconstraints on average costs ⋮ Policy iteration for continuous-time average reward Markov decision processes in Polish spaces ⋮ Continuous-time Markov decision processes with \(n\)th-bias optimality criteria ⋮ Constrained continuous-time Markov decision processes with average criteria ⋮ Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs ⋮ The vanishing discount approach to constrained continuous-time controlled Markov chains ⋮ Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Average optimality for continuous-time Markov decision processes in Polish spaces ⋮ New sufficient conditions for average optimality in continuous-time Markov decision processes ⋮ Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates ⋮ New discount and average optimality conditions for continuous-time Markov decision processes ⋮ Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains ⋮ Average optimality for continuous-time Markov decision processes under weak continuity conditions