Average optimality inequality for continuous-time Markov decision processes in Polish spaces

DOI10.1007/s00186-007-0157-xzbMath1138.90038OpenAlexW2049605645MaRDI QIDQ2472191

Quanxin Zhu

Publication date: 20 February 2008

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

Full work available at URL: https://doi.org/10.1007/s00186-007-0157-x

zbMATH Keywords

optimal policy

Mathematics Subject Classification ID

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

Related Items (10)

Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes ⋮ Average sample-path optimality for continuous-time Markov decision processes in Polish spaces ⋮ Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces ⋮ Verifiable conditions for average optimality of continuous-time Markov decision processes ⋮ Average optimality for continuous-time Markov decision processes with a policy iteration approach ⋮ Policy iteration for continuous-time average reward Markov decision processes in Polish spaces ⋮ Variance minimization for continuous-time Markov decision processes: two approaches ⋮ New sufficient conditions for average optimality in continuous-time Markov decision processes ⋮ New discount and average optimality conditions for continuous-time Markov decision processes ⋮ Unnamed Item

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