Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion

DOI10.1239/JAP/1025131422zbMATH Open1028.90078OpenAlexW2039184239MaRDI QIDQ3153648FDOQ3153648

Authors: Xianping Guo, Weiping Zhu 

Publication date: 6 November 2002

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

Full work available at URL: https://doi.org/10.1239/jap/1025131422

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zbMATH Keywords

continuous-time Markov decision processdiscounted criterionoptimal stationary policypossibly unbounded transition and reward ratestransition and reward rates

Mathematics Subject Classification ID

Special processes (60K99) Markov and semi-Markov decision processes (90C40)

Cited In (18)

• Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
• Continuous-time Markov decision processes with state-dependent discount factors
• Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
• On undiscounted semi-Markov decision processes with absorbing states
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Continuous-time controlled Markov chains.
• Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
• The transformation method for continuous-time Markov decision processes
• Title not available (Why is that?)
• Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
• Finite-state approximations for denumerable multidimensional state discounted Markov decision processes
• Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
• Denumerable state nonhomogeneous Markov decision processes
• Continuous-time controlled Markov chains with discounted rewards
• Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations
• Title not available (Why is that?)
• Performance optimization of semi-Markov decision processes with discounted-cost criteria
• Markov decision processes with state-dependent discount factors and unbounded rewards/costs

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