Kolmogorov forward equation and explosiveness in countable state Markov processes
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Publication:333068
DOI10.1007/S10479-012-1262-7zbMATH Open1348.90621OpenAlexW2098494535MaRDI QIDQ333068FDOQ333068
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
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Cites Work
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- The transformation method for continuous-time Markov decision processes
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- Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
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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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