Continuous time Markov decision programming with average reward criterion and unbounded reward rate

DOI10.1007/BF02080199zbMath0752.90083OpenAlexW1990651907MaRDI QIDQ1179405

Shaohui Zheng

Publication date: 26 June 1992

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02080199

zbMATH Keywords

continuous timeunbounded rewardaverage expected rewardcompact metric action setscountable state sets

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

Average optimality for continuous-time Markov decision processes with a policy iteration approach ⋮ Average optimality inequality for continuous-time Markov decision processes in Polish spaces ⋮ Average optimality for continuous-time Markov decision processes in Polish spaces ⋮ Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates

Cites Work

• Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
• Continuous time control of Markov processes on an arbitrary state space: average return criterion
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