Convergence of controlled models for continuous-time Markov decision processes with constrained average criteria

zbMATH Open1449.90357MaRDI QIDQ3307447FDOQ3307447

Authors: Xianzhu Xiong, Wenzhao Zhang 

Publication date: 12 August 2020

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zbMATH Keywords

occupation measuresoptimal valuecontinuous-time Markov decision processesoptimal policiesconstrained average criteria

Mathematics Subject Classification ID

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

Cited In (6)

• Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
• Convergence of value functions for finite horizon Markov decision processes with constraints
• Constrained continuous-time Markov decision processes with average criteria
• Convergence of the optimal values of constrained Markov control processes
• Discounted continuous-time controlled Markov chains: convergence of control models
• Convergence in economic model predictive control with average constraints

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