New discount and average optimality conditions for continuous-time Markov decision processes
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Cited in
(27)- scientific article; zbMATH DE number 1829768 (Why is no real title available?)
- 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
- Continuous-time Markov decision processes with state-dependent discount factors
- Markov Decision Drift Processes; Conditions for Optimality Obtained by Discretization
- Optimal control of a multiclass queueing system when customers can change types
- Average optimality for continuous-time Markov decision processes under weak continuity conditions
- Randomized and relaxed strategies in continuous-time Markov decision processes
- Strong n(n=-1,0)-discount optimality for continuous-time jump Markov decision processes
- Sufficiency of Markov policies for continuous-time jump Markov decision processes
- A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
- On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities
- 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
- New sufficient conditions for average optimality in continuous-time Markov decision processes
- Strong average optimality criterion for continuous-time Markov decision processes
- Optimal control of piecewise deterministic Markov processes
- Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
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