Kolmogorov forward equation and explosiveness in countable state Markov processes

DOI10.1007/S10479-012-1262-7MaRDI QIDQ333068zbMATH OpenOpenAlexFDO

Authors F. M. Spieksma

Publication date 9 November 2016

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-012-1262-7

zbMATH Keywords

regularityexplosivenessminimal processtransition semigroupweighted supremum norm

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 3151099 (Why is no real title available?)
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 46153 (Why is no real title available?)
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• Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
• Continuous-time Markov chains. An applications-oriented approach
• Continuous-time Markov decision processes. Theory and applications
• Markov chains and stochastic stability
• On Transient Markov Processes with a Countable Number of States and Stationary Transition Probabilities
• On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains
• Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• The transformation method for continuous-time Markov decision processes

Cited in

(10)

• Kolmogorov's equations for jump Markov processes and their applications to control problems
• On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations
• On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue
• Computing continuous-time Markov chains as transformers of unbounded observables
• Note on discounted continuous-time Markov decision processes with a lower bounding function
• Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions
• On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
• Countable state Markov processes: non-explosiveness and moment function
• Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations
• Kolmogorov's equations for jump Markov processes with unbounded jump rates

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