Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
From MaRDI portal
Publication:1942150
DOI10.1007/s10255-011-0111-9zbMath1287.90084OpenAlexW2146161221MaRDI QIDQ1942150
Publication date: 18 March 2013
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-011-0111-9
Polish spacecontinuous-time Markov decision processoptimality inequalityoptimality equationaverage sample-path optimality
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Variance minimization for continuous-time Markov decision processes: two approaches
- Policy iteration for continuous-time average reward Markov decision processes in Polish spaces
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Average optimality for continuous-time Markov decision processes in Polish spaces
- The relations among potentials, perturbation analysis, and Markov decision processes
- 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
- Another set of conditions for Markov decision processes with average sample-path costs
- Bias Optimality for Continuous-Time Controlled Markov Chains
- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Perturbation realization, potentials, and sensitivity analysis of Markov processes
- A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- Markov Decision Processes with Sample Path Constraints: The Communicating Case
- Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
- Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
- Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards
- Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
This page was built for publication: Average sample-path optimality for continuous-time Markov decision processes in Polish spaces