COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION

DOI10.1017/S0269964815000224zbMath1379.60088OpenAlexW2606452073MaRDI QIDQ5358064

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Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964815000224

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (6)

Computing Continuous-Time Markov Chains as Transformers of Unbounded Observables ⋮ Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations ⋮ Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations ⋮ Note on discounted continuous-time Markov decision processes with a lower bounding function ⋮ On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes ⋮ Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints

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