Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion

DOI10.1109/TAC.2002.808469zbMATH Open1364.90346OpenAlexW2150301222MaRDI QIDQ5266934FDOQ5266934

Onésimo Hernández-Lerma, Xianping Guo

Publication date: 20 June 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2002.808469

Mathematics Subject Classification ID

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

Cited In (26)

• Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
• Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
• Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models
• Average optimality for continuous-time Markov decision processes under weak continuity conditions
• Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
• Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Constrained continuous-time Markov decision processes with average criteria
• Potentials based optimization with embedded Markov chain for stochastic constrained system
• Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
• New sufficient conditions for average optimality in continuous-time Markov decision processes
• Continuous-time Markov decision processes with \(n\)th-bias optimality criteria
• Dynamic admission and service rate control of a queue
• Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
• Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion
• 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 sample-path optimality for continuous-time Markov decision processes in Polish spaces
• Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
• Average optimality for continuous-time Markov decision processes in Polish spaces
• Total reward criteria for unconstrained/constrained continuous-time Markov decision processes
• New discount and average optimality conditions for continuous-time Markov decision processes
• Policy iteration for continuous-time average reward Markov decision processes in Polish spaces
• Denumerable continuous-time Markov decision processes with multiconstraints on average costs
• The vanishing discount approach to constrained continuous-time controlled Markov chains
• Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

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