Average optimality for continuous-time Markov decision processes under weak continuity conditions (Q5176514)

scientific article; zbMATH DE number 6408797

Language	Label	Description	Also known as
English	Average optimality for continuous-time Markov decision processes under weak continuity conditions	scientific article; zbMATH DE number 6408797

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instance of

scholarly article

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zbMATH Open document ID

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26 February 2015

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full work available at URL

https://arxiv.org/abs/1401.4856

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https://projecteuclid.org/euclid.jap/1421763321

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Mathematics Subject Classification ID

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continuous-time Markov decision process

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average optimality

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weak continuity

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MaRDI profile type

MaRDI publication profile

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arXiv classification

math.OC

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Stochastic optimal control. The discrete time case

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The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces

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Average control of Markov decision processes with Feller transition probabilities and general action spaces

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Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs

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Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem

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Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

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Berge's theorem for noncompact image sets

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Fatou's Lemma for Weakly Converging Probabilities

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On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes

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Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces

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Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion

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Continuous-time Markov decision processes. Theory and applications

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A note on optimality conditions for continuous-time Markov decision processes with average cost criterion

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

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New discount and average optimality conditions for continuous-time Markov decision processes

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A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)

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Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies

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Q4255598

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Fatou's lemma and Lebesgue's convergence theorem for measures

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Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities

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On the optimality equation for average cost Markov control processes with Feller transition probabilities

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Optimality in Feller semi-Markov control processes

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Q4331806

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Semi-Markov and Jump Markov Controlled Models: Average Cost Criterion

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Any Markov Process in a Borel Space has a Transition Function

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Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach

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The transformation method for continuous-time Markov decision processes

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Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games

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Q4315289

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Average optimality for continuous-time Markov decision processes with a policy iteration approach

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Mathematics(1 entry)

mardi Publication:5176514