Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
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Publication:333089
DOI10.1007/s10479-012-1184-4zbMath1386.60263OpenAlexW2032035758MaRDI QIDQ333089
Onésimo Hernández-Lerma, Tomás Prieto-Rumeau
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/s10479-012-1184-4
average reward optimalitycontinuous-time controlled Markov chainsergodic continuous-time Markov chains
Computational methods in Markov chains (60J22) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (5)
Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions ⋮ Asymptotical feedback controllability of continuous-time probabilistic logic control networks ⋮ COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION ⋮ Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints ⋮ Ergodic risk-sensitive control of Markov processes on countable state space revisited
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