The vanishing discount approach to constrained continuous-time controlled Markov chains
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- scientific article; zbMATH DE number 4152290
Cites work
- A First Course in Optimization Theory
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Approaches to the theory of optimization
- Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains
- Bias Optimality for Continuous-Time Controlled Markov Chains
- Computing average optimal constrained policies in stochastic dynamic programming.
- Constrained Continuous-Time Markov Control Processes with Discounted Criteria
- Continuous-time Markov decision processes. Theory and applications
- Continuous-time controlled Markov chains with discounted rewards
- Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
- Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
- Ergodic control in stochastic manufacturing systems with constant demand
- Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
- Long-run average welfare in a pollution accumulation model
- Markovian Sequential Replacement Processes
- On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Stochastic finance. An introduction in discrete time
- Stochastic optimal policies when the discount rate vanishes
- The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
- What do discounted optima converge to!: A theory of discount rate asymptotics in economic models
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
- scientific article; zbMATH DE number 4152290 (Why is no real title available?)
- 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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