Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
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Cites work
- scientific article; zbMATH DE number 3163006 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 3236503 (Why is no real title available?)
- A Liapounov bound for solutions of the Poisson equation
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains
- Average optimality for continuous-time Markov decision processes in Polish spaces
- Bias Optimality for Continuous-Time Controlled Markov Chains
- Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
- COMPUTABLE STRONGLY ERGODIC RATES OF CONVERGENCE FOR CONTINUOUS-TIME MARKOV CHAINS
- Computable exponential convergence rates for stochastically ordered Markov processes
- Continuous-time Markov chains. An applications-oriented approach
- Continuous-time Markov decision processes. Theory and applications
- Convergence rate of some semi-groups to their invariant probability
- Convergence rates in strong ergodicity for Markov processes
- Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
- Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
- Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
- Ergodic Properties of Continuous-Time Markov Processes and Their Discrete Skeletons
- Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
- Exponential and strong ergodicity for Markov processes with an application to queues
- Exponential and uniform ergodicity of Markov processes
- Markov chains and stochastic stability
- On the Maintenance of Systems Composed of Highly Reliable Components
- On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains
- Optimal Control of a Birth and Death Epidemic Process
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- Polynomial ergodicity of Markov transition kernels.
- Rates of convergence of stochastically monotone and continuous time Markov models
- Selected topics on continuous-time controlled Markov chains and Markov games
- Stability and convergence of moments for multiclass queueing networks via fluid limit models
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Strong ergodicity for Markov processes by coupling methods
- Strong ergodicity for single-birth processes
- Subgeometric Rates of Convergence of f-Ergodic Markov Chains
- Subgeometric ergodicity for continuous-time Markov chains
- Subgeometric ergodicity of strong Markov processes
- The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
- The eigentime identity for continuous-time ergodic Markov chains
Cited in
(5)- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- Optimality of mixed policies for average continuous-time Markov decision processes with constraints
- 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
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