Verifiable conditions for average optimality of continuous-time Markov decision processes

DOI10.1016/J.ORL.2016.09.007zbMATH Open1408.90314OpenAlexW2522896235MaRDI QIDQ1709947FDOQ1709947

Authors: XiaoLong Zou, Yonghui Huang 

Publication date: 15 January 2019

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

Full work available at URL: https://doi.org/10.1016/j.orl.2016.09.007

Recommendations

• New sufficient conditions for average optimality in continuous-time Markov decision processes
• scientific article; zbMATH DE number 2189771
• Average optimality for continuous-time Markov decision processes in Polish spaces
• Average optimality for continuous-time Markov decision processes under weak continuity conditions
• Strong average optimality criterion for continuous-time Markov decision processes

zbMATH Keywords

unbounded transition ratescontinuous-time Markov decision processesoptimal stationary policyaverage reward criterionnew optimality condition

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Title not available (Why is that?)
• Continuous-time Markov decision processes. Theory and applications
• Selected topics on continuous-time controlled Markov chains and Markov games
• New discount and average optimality conditions for continuous-time Markov decision processes
• Title not available (Why is that?)
• Average optimality for continuous-time Markov decision processes in Polish spaces
• Title not available (Why is that?)
• Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
• Continuous time control of Markov processes on an arbitrary state space: average return criterion
• Nondiscounted Continuous Time Markovian Decision Process with Countable State Space
• Construction and regularity of transition functions on Polish spaces under measurability conditions
• Average optimality inequality for continuous-time Markov decision processes in Polish spaces
• Another set of verifiable conditions for average Markov decision processes with Borel spaces.

Cited In (7)

• Optimal average value convergence in nonhomogeneous Markov decision processes
• Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
• New sufficient conditions for average optimality in continuous-time Markov decision processes
• Detecting optimal and non-optimal actions in average-cost Markov decision processes
• Counter examples for compact action markov decision chains with average reward criteria
• Title not available (Why is that?)
• Another set of verifiable conditions for average Markov decision processes with Borel spaces.

This page was built for publication: Verifiable conditions for average optimality of continuous-time Markov decision processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1709947)