Selected topics on continuous-time controlled Markov chains and Markov games
DOI10.1142/P829zbMATH Open1269.60004OpenAlexW657312522MaRDI QIDQ3100984FDOQ3100984
Authors: Tomás Prieto-Rumeau, Onésimo Hernández-Lerma 
Publication date: 22 November 2011
Published in: ICP Advanced Texts in Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b202e8418a8c8dacf51cb0e631b580ea098c8a6e
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Cited In (39)
- Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method
- Continuous-time constrained stochastic games with average criteria
- Operator approach to values of stochastic games with varying stage duration
- Average optimality for continuous-time Markov decision processes under weak continuity conditions
- Randomized and relaxed strategies in continuous-time Markov decision processes
- Continuous-time Markov decision processes. Theory and applications
- Limit value of dynamic zero-sum games with vanishing stage duration
- On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
- On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only
- Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
- Realizable strategies in continuous-time Markov decision processes
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- A note on the existence of optimal stationary policies for average Markov decision processes with countable states
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
- Impulsive Control for Continuous-Time Markov Decision Processes
- Impulsive control for continuous-time Markov decision processes: a linear programming approach
- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Dynamic control of a single-server system when jobs change status
- Optimality of mixed policies for average continuous-time Markov decision processes with constraints
- Discounted continuous-time controlled Markov chains: convergence of control models
- Note on discounted continuous-time Markov decision processes with a lower bounding function
- Continuous-time Markov decision processes. Borel space models and general control strategies. With a foreword by Albert Nikolaevich Shiryaev
- Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
- Zero-sum continuous-time Markov pure jump game over a fixed duration
- Differential game with discrete stopping time
- Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion
- Verifiable conditions for average optimality of continuous-time Markov decision processes
- Relative optimization of continuous-time and continuous-state stochastic systems
- Constrained average stochastic games with continuous-time independent state processes
- Countable state Markov processes: non-explosiveness and moment function
- Foundations of average-cost nonhomogeneous controlled Markov chains
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach
- A differential game with the possibility of early termination
- Constrained continuous-time Markov decision processes on the finite horizon
- Optimization and Games for Controllable Markov Chains
- Differential game with discrete stopping time
- Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations
- Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
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