Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces

MaRDI QIDQ5096718zbMATH OpenFDO

Authors Xiao Wu, Zhenbin Guo, Yinying Kong

Publication date 18 August 2022

Full work available at URL http://121.43.60.238/sxwlxbA/EN/abstract/abstract16658.shtml

zbMATH Keywords

asymptotic optimalitycontinuous-time Markov decision processesdiscounted criterionquantized stationary policiesstate-dependent discount factors

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

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Cites work

• Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Stochastic Control
• Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
• Computable exponential convergence rates for stochastically ordered Markov processes
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• Continuous time control of Markov processes on an arbitrary state space: Discounted rewards
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• Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
• Continuous-time Markov decision processes with state-dependent discount factors
• Continuous-time Markov decision processes. Theory and applications
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• Discounted continuous-time constrained Markov decision processes in Polish spaces
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• Finite linear programming approximations of constrained discounted Markov decision processes
• Finite-state approximations for denumerable state discounted Markov decision processes
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• scientific article; zbMATH DE number 3664132 (Why is no real title available?)
• scientific article; zbMATH DE number 1325008 (Why is no real title available?)
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• Markov control processes with randomized discounted cost
• Markov Decision Models with Weighted Discounted Criteria
• Near optimality of quantized policies in stochastic control under weak continuity conditions

Cited in

(1)

• Near optimality of quantized policies in stochastic control under weak continuity conditions

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