Discounted continuous-time controlled Markov chains: convergence of control models
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Cites work
- scientific article; zbMATH DE number 1577097 (Why is no real title available?)
- scientific article; zbMATH DE number 3539473 (Why is no real title available?)
- Adaptive Markov control processes
- Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains
- Approximations of Dynamic Programs, I
- Continuity of Optimal Values and Solutions for Control of Markov Chains with Constraints
- Continuous-time Markov decision processes. Theory and applications
- Continuous-time controlled Markov chains with discounted rewards
- Convergence of Dynamic Programming Models
- Convergence of Markov chain approximation on generalized HJB equation and its applications
- Convergence of the optimal values of constrained Markov control processes
- Denumerable Constrained Markov Decision Processes and Finite Approximations
- Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
- Exact finite approximations of average-cost countable Markov decision processes
Cited in
(20)- Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
- A theory of Markovian time-inconsistent stochastic control in discrete time
- Controlled Markov chains with non-exponential discounting and distribution-dependent costs
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
- Optimal control of a multiclass queueing system when customers can change types
- Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
- Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
- The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- Dynamic control of a single-server system when jobs change status
- On the F(S)-topology on Borel probability space
- Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion
- Computable approximations for average Markov decision processes in continuous time
- Convergence of Markov decision processes with constraints and state-action dependent discount factors
- Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
- The risk probability criterion for discounted continuous-time Markov decision processes
- Continuous-time controlled Markov chains with discounted rewards
- Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
- Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations
- Controlled Markov set-chains with discounting
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