The vanishing discount approach to constrained continuous-time controlled Markov chains
From MaRDI portal
Publication:709279
DOI10.1016/j.sysconle.2010.06.012zbMath1198.49022MaRDI QIDQ709279
Onésimo Hernández-Lerma, Tomás Prieto-Rumeau
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
vanishing discount approach; constrained control models; continuous-time controlled Markov chains (CMCs)
93E20: Optimal stochastic control
60J27: Continuous-time Markov processes on discrete state spaces
49K45: Optimality conditions for problems involving randomness
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