New discount and average optimality conditions for continuous-time Markov decision processes

DOI10.1239/AAP/1293113146zbMATH Open1225.90152OpenAlexW2074353001MaRDI QIDQ3074487FDOQ3074487

Xianping Guo, Liuer Ye

Publication date: 9 February 2011

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1293113146

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zbMATH Keywords

occupation measureaverage cost optimal policydiscounted cost optimal policyminimum nonnegative solution methodoptimality inequality/equation

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40)

Cites Work

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Cited In (21)

• Optimal Control of Piecewise Deterministic Markov Processes
• Title not available (Why is that?)
• Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures
• New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
• Markov Decision Drift Processes; Conditions for Optimality Obtained by Discretization
• Continuous-time Markov decision processes with state-dependent discount factors
• Average optimality for continuous-time Markov decision processes under weak continuity conditions
• Optimal control of a multiclass queueing system when customers can change types
• A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
• Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon
• Discounted and average Markov decision processes with unbounded rewards: New conditions
• Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
• Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes
• Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
• Verifiable conditions for average optimality of continuous-time Markov decision processes
• Average optimality for continuous-time Markov decision processes in Polish spaces
• On some continuous time discounted Markov decision process.
• Computable approximations for average Markov decision processes in continuous time
• Title not available (Why is that?)
• On \(\epsilon\)-optimal continuous selectors and their application in discounted dynamic programming
• Title not available (Why is that?)

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