Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates

DOI10.1080/07362990701856956zbMath1191.90091OpenAlexW1995379941MaRDI QIDQ5459752

Xianping Guo, Hao Yan, Junyu Zhang

Publication date: 29 April 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990701856956

zbMATH Keywords

optimal stationary policyQ-processgeneral state spacediscounted reward criterion

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (2)

The transformation method for continuous-time Markov decision processes ⋮ Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Continuous time Markov decision programming with average reward criterion and unbounded reward rate
• Continuous-time Markov chains. An applications-oriented approach
• Continuous time control of Markov processes on an arbitrary state space: Discounted rewards
• Continuous-time controlled Markov chains with discounted rewards
• Continuous-time controlled Markov chains.
• Finite state continuous time Markov decision processes with an infinite planning horizon
• Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
• Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
• On Homogeneous Markov Models with Continuous Time and Finite or Countable State Space
• Ergodic theorems for coupled random walks and other systems with locally interacting components
• Optimal control of random walks, birth and death processes, and queues
• On Reducing a Jump Controllable Markov Model to a Model with Discrete Time
• Optimal Control of a Birth and Death Epidemic Process
• Applying a New Device in the Optimization of Exponential Queuing Systems
• Bias Optimality in Controlled Queueing Systems
• A note on bias optimality in controlled queueing systems
• A probabilistic analysis of bias optimality in unichain Markov decision processes
• A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
• Discrete Dynamic Programming
• Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
• Continuously Discounted Markov Decision Model with Countable State and Action Space
• Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
• Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon

This page was built for publication: Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates