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

MaRDI QIDQ3307447zbMATH OpenFDO

Authors Xianzhu Xiong, Wenzhao Zhang

Publication date 12 August 2020

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)

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Cited in

(6)

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

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