Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards

DOI10.1137/S0363012903420875MaRDI QIDQ5317120zbMATH OpenOpenAlexFDO

Authors Xianping Guo, Cao, Xiren

Publication date 15 September 2005

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012903420875

zbMATH Keywords

average sample-path rewardcontinuous-time Markov chainoptimal stationary policypolicy and value iteration algorithms

Mathematics Subject Classification ID

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

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Cited in

(16)

• Optimal and near-optimal incentive strategies in the hierarchical control of Markov chains
• Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
• Optimal risk probability for first passage models in semi-Markov decision processes
• Constrained continuous-time Markov decision processes with average criteria
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
• Action time sharing policies for ergodic control of Markov chains
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
• Average control of Markov decision processes with Feller transition probabilities and general action spaces
• Controller synthesis for reward collecting Markov processes in continuous space
• Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
• Total reward criteria for unconstrained/constrained continuous-time Markov decision processes
• Policy iteration for continuous-time average reward Markov decision processes in Polish spaces
• Continuous-time Markov decision processes with nth-bias optimality criteria
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Average optimality for continuous-time Markov decision processes in Polish spaces

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