Verifiable conditions for average optimality of continuous-time Markov decision processes
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Publication:1709947
DOI10.1016/j.orl.2016.09.007zbMath1408.90314MaRDI QIDQ1709947
Publication date: 15 January 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2016.09.007
average reward criterion; optimal stationary policy; unbounded transition rates; continuous-time Markov decision processes; new optimality condition
90C40: Markov and semi-Markov decision processes
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