A note on optimality conditions for continuous-time Markov decision processes with average cost criterion

DOI10.1109/9.975505MaRDI QIDQ4540283zbMATHOpenAlexFDO

Authors Xianping Guo, Ke Liu

Publication date 21 July 2002

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.975505

zbMATH Keywords

existence of optimal stationary policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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• Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes

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