Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints

DOI10.1137/060668857zbMath1165.93040OpenAlexW2103645088MaRDI QIDQ5320744

Onésimo Hernández-Lerma, Tomás Prieto-Rumeau

Publication date: 22 July 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060668857

zbMATH Keywords

dynamic programmingMarkov decision processesergodic controlcontinuous-time controlled Markov chainsconstrained control problems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

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