Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
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Publication:2509160
DOI10.1007/s10440-006-9060-3zbMath1108.93080OpenAlexW2091126187MaRDI QIDQ2509160
Publication date: 18 October 2006
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-006-9060-3
Markov decision processesBlackwell optimalitycontinuous-time controlled Markov chainssensitive discount optimality
Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (5)
Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results ⋮ Blackwell Optimality for Controlled Diffusion Processes ⋮ Total reward criteria for unconstrained/constrained continuous-time Markov decision processes ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
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