Bias optimality for multichain continuous-time Markov decision processes

DOI10.1016/J.ORL.2009.04.005zbMATH Open1173.90579OpenAlexW2081234223MaRDI QIDQ1038097FDOQ1038097

Authors: Xianping Guo, Junyu Zhang, Xin-Yuan Song 

Publication date: 17 November 2009

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2009.04.005

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• A probabilistic analysis of bias optimality in unichain Markov decision processes

zbMATH Keywords

bias optimalitypolicy iterationcontinuous-time Markov decision processdifference formulamultichain model

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Bias Optimality in Controlled Queueing Systems
• Finite state continuous time Markov decision processes with an infinite planning horizon
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Title not available (Why is that?)
• Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
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• Optimal control of diffusion processes with reflection
• Bias Optimality for Continuous-Time Controlled Markov Chains
• Handbook of Markov decision processes. Methods and applications
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• The $n$th-Order Bias Optimality for Multichain Markov Decision Processes
• A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
• Nondiscounted Continuous Time Markovian Decision Process with Countable State Space
• A probabilistic analysis of bias optimality in unichain Markov decision processes
• ADMISSION CONTROL WITH INCOMPLETE INFORMATION TO A FINITE BUFFER QUEUE

Cited In (7)

• Bias Optimality for Continuous-Time Controlled Markov Chains
• Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
• Continuous-time Markov decision processes with \(n\)th-bias optimality criteria
• Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes
• A probabilistic analysis of bias optimality in unichain Markov decision processes
• Computing semi-stationary optimal policies for multichain semi-Markov decision processes
• Optimality of admission control in a repairable queue

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