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

DOI10.1016/j.orl.2016.09.007zbMath1408.90314MaRDI QIDQ1709947

XiaoLong Zou, Yong-hui 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

zbMATH Keywords

average reward criterion; optimal stationary policy; unbounded transition rates; continuous-time Markov decision processes; new optimality condition

Mathematics Subject Classification ID

90C40: Markov and semi-Markov decision processes

Cites Work

• Average optimality for continuous-time Markov decision processes in Polish spaces
• Continuous-time Markov decision processes. Theory and applications
• Continuous time control of Markov processes on an arbitrary state space: average return criterion
• 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
• New discount and average optimality conditions for continuous-time Markov decision processes
• Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games
• Nondiscounted Continuous Time Markovian Decision Process with Countable State Space
• Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
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