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

DOI10.1239/JAP/1025131422MaRDI QIDQ3153648zbMATH OpenOpenAlexFDO

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

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)

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• Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
• 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
• scientific article; zbMATH DE number 1751447 (Why is no real title available?)
• 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
• Performance optimization of semi-Markov decision processes with discounted-cost criteria

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