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

DOI10.1109/9.975505MaRDI QIDQ4540283zbMATH OpenOpenAlexFDO

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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• Constrained Continuous-Time Markov Control Processes with Discounted Criteria
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• A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
• Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
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• Continuous-time Markov decision processes with nth-bias optimality criteria
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Average optimality for continuous-time Markov decision processes in Polish spaces

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