Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results

DOI10.1007/S10479-012-1184-4zbMATH Open1386.60263OpenAlexW2032035758MaRDI QIDQ333089FDOQ333089

Authors: 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

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zbMATH Keywords

average reward optimalitycontinuous-time controlled Markov chainsergodic continuous-time Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40)

Cites Work

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Cited In (5)

• Ergodic risk-sensitive control of Markov processes on countable state space revisited
• COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION
• 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

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