Countable state Markov processes: non-explosiveness and moment function

DOI10.1017/S0269964815000224MaRDI QIDQ5358064zbMATH OpenOpenAlexFDO

Authors

Publication date 19 September 2017

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964815000224

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Continuous-time Markov decision processes. Theory and applications
• Coupling for jump processes
• Denumerable Markov processes and the associated contraction semigroups on l
• scientific article; zbMATH DE number 53531 (Why is no real title available?)
• Kolmogorov forward equation and explosiveness in countable state Markov processes
• Markov Chains
• Markov processes with restart
• Necessary and sufficient conditions for recurrence and transience of Markov chains, in terms of inequalities
• Selected topics on continuous-time controlled Markov chains and Markov games
• SOME ERGODIC PROPERTIES OF THE FELLER MINIMAL PROCESS
• Some remarks on the duality of continuous time markov chains
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Statistical Analysis of Stochastic Processes in Time
• The transformation method for continuous-time Markov decision processes
• Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results

Cited in

(8)

• On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
• Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations
• Optimality of mixed policies for average continuous-time Markov decision processes with constraints
• Computing continuous-time Markov chains as transformers of unbounded observables
• Kolmogorov forward equation and explosiveness in countable state Markov processes
• Note on discounted continuous-time Markov decision processes with a lower bounding function
• Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
• Uniqueness, recurrence and integral-type functionals for birth-death processes on trees

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