Existence and regularity of a nonhomogeneous transition matrix under measurability conditions

DOI10.1007/s10959-008-0163-9zbMath1147.60050arXiv0804.4441OpenAlexW2013329239MaRDI QIDQ939136

Onésimo Hernández-Lerma, Liuer Ye, Xianping Guo

Publication date: 21 August 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.4441

zbMATH Keywords

Kolmogorov equationsminimum transition matrixnonhomogeneous continuous-time Markov chainsnonhomogeneous transition rates

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Related Items (13)

Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems ⋮ Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results ⋮ On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations ⋮ Total reward criteria for unconstrained/constrained continuous-time Markov decision processes ⋮ Asymptotic Fluid Optimality and Efficiency of the Tracking Policy for Bandwidth-Sharing Networks ⋮ Denumerable continuous-time Markov decision processes with multiconstraints on average costs ⋮ Continuous-time Markov decision processes with state-dependent discount factors ⋮ The vanishing discount approach to constrained continuous-time controlled Markov chains ⋮ On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes ⋮ New sufficient conditions for average optimality in continuous-time Markov decision processes ⋮ New discount and average optimality conditions for continuous-time Markov decision processes ⋮ Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains ⋮ Kolmogorov's equations for jump Markov processes with unbounded jump rates

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