The vanishing discount approach to constrained continuous-time controlled Markov chains
DOI10.1016/J.SYSCONLE.2010.06.012zbMATH Open1198.49022OpenAlexW2008723645MaRDI QIDQ709279FDOQ709279
Authors: Tomás Prieto-Rumeau, Onésimo Hernández-Lerma 
Publication date: 18 October 2010
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2010.06.012
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- scientific article; zbMATH DE number 4152290
vanishing discount approachconstrained control modelscontinuous-time controlled Markov chains (CMCs)
Optimality conditions for problems involving randomness (49K45) Continuous-time Markov processes on discrete state spaces (60J27) Optimal stochastic control (93E20)
Cites Work
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- Long-run average welfare in a pollution accumulation model
Cited In (12)
- Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
- Controlled Markov chains with non-exponential discounting and distribution-dependent costs
- On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities
- Constrained stochastic games with the average payoff criteria
- The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
- Selected topics on continuous-time controlled Markov chains and Markov games
- Optimality of mixed policies for average continuous-time Markov decision processes with constraints
- Discounted continuous-time controlled Markov chains: convergence of control models
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality
- Title not available (Why is that?)
- Controlled Switching Diffusions Under Ambiguity: The Average Criterion
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
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