Strong average optimality criterion for continuous-time Markov decision processes

zbMATHMaRDI QIDQ5179071FDO

Authors Qingda Wei, Xian Chen

Publication date 19 March 2015

Full work available at URL http://www.kybernetika.cz/content/2014/6/950

zbMATH Keywords

unbounded transition ratesoptimal policycontinuous-time Markov decision processesoptimal value functionfinite-horizon expected total cost criterionstrong average optimality criterion

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cited in

(24)

• A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
• Constrained expected average stochastic games for continuous-time jump processes
• Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards
• Optimal average value convergence in nonhomogeneous Markov decision processes
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
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• New sufficient conditions for average optimality in continuous-time Markov decision processes
• Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
• Discount-sensitive equilibria in zero-sum stochastic differential games
• Mean-semivariance optimality for continuous-time Markov decision processes
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• Average optimality for continuous-time Markov decision processes with a policy iteration approach
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