On Homogeneous Markov Models with Continuous Time and Finite or Countable State Space

DOI10.1137/1124014MaRDI QIDQ3879161zbMATH OpenOpenAlexFDO

Authors Alexander A. Yushkevich, Eugene A. Feinberg

Publication date 1979

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1124014

zbMATH Keywords

homogeneous Markov models

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Stochastic systems in control theory (general) (93E03)

Cited in

(10)

• Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
• Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
• Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Constrained Continuous-Time Markov Control Processes with Discounted Criteria
• Continuous-time controlled Markov chains.
• Optimality of trunk reservation for an \(M/M/k/N\) queue with several customer types and holding costs
• Average optimality for continuous-time Markov decision processes with a policy iteration approach
• Average optimality inequality for continuous-time Markov decision processes in Polish spaces
• Average optimality for continuous-time Markov decision processes in Polish spaces

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