Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains (Q2509160): Difference between revisions

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+Continuous-time Markov chains. An applications-oriented approach
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+Discrete Dynamic Programming
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+Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
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+Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
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+On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains
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+Exponential and uniform ergodicity of Markov processes
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+Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
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+Continuous-time controlled Markov chains.
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+Continuous-time controlled Markov chains with discounted rewards
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+Q4891056
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+Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs
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+Sensitive Optimality Criteria in Countable State Dynamic Programming
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+Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards
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+Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
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+Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes
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+Computable exponential convergence rates for stochastically ordered Markov processes
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+Discrete Dynamic Programming with a Small Interest Rate
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+The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
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+Bias Optimality for Continuous-Time Controlled Markov Chains
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+Sensitive discount optimality in controlled one-dimensional diffusions
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+Q4143989
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+Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
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+Blackwell optimal policies in a Markov decision process with a Borel state space
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+Blackwell Optimality in Borelian Continuous-in-Action Markov Decision Processes
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