New sufficient conditions for average optimality in continuous-time Markov decision processes

DOI10.1007/S00186-010-0307-4zbMath1203.90176OpenAlexW2017662132MaRDI QIDQ5962148

Xianping Guo, Liuer Ye

Publication date: 21 September 2010

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-010-0307-4

zbMATH Keywords

average reward criterioncontinuous-time Markov decision processoptimal stationary policyoptimality two-inequality approachunbounded transition and reward rates

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (4)

Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates ⋮ New average optimality conditions for semi-Markov decision processes in Borel spaces ⋮ Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints ⋮ Unnamed Item

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