The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
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Publication:1774603
DOI10.1007/s001860400393zbMath1077.93055MaRDI QIDQ1774603
Onésimo Hernández-Lerma, Tomás Prieto-Rumeau
Publication date: 17 May 2005
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860400393
Markov decision processes; Laurent series; Blackwell optimality; Average reward criteria; Continuous-time controlled Markov chains; Sensitive discount criteria
93E20: Optimal stochastic control
90C40: Markov and semi-Markov decision processes
60J27: Continuous-time Markov processes on discrete state spaces
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