The vanishing discount approach to constrained continuous-time controlled Markov chains
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Publication:709279
DOI10.1016/j.sysconle.2010.06.012zbMath1198.49022OpenAlexW2008723645MaRDI QIDQ709279
Onésimo Hernández-Lerma, Tomás Prieto-Rumeau
Publication date: 18 October 2010
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2010.06.012
vanishing discount approachconstrained control modelscontinuous-time controlled Markov chains (CMCs)
Optimal stochastic control (93E20) Continuous-time Markov processes on discrete state spaces (60J27) Optimality conditions for problems involving randomness (49K45)
Related Items (7)
Controlled Switching Diffusions Under Ambiguity: The Average Criterion ⋮ Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces ⋮ Constrained Markov decision processes in Borel spaces: from discounted to average optimality ⋮ On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities ⋮ Constrained stochastic games with the average payoff criteria ⋮ The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints ⋮ Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints
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