Verifiable conditions for average optimality of continuous-time Markov decision processes

DOI10.1016/J.ORL.2016.09.007MaRDI QIDQ1709947zbMATH OpenOpenAlexFDO

Authors XiaoLong Zou, Yonghui Huang

Publication date 15 January 2019

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2016.09.007

zbMATH Keywords

unbounded transition ratescontinuous-time Markov decision processesoptimal stationary policyaverage reward criterionnew optimality condition

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

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• scientific article; zbMATH DE number 921048 (Why is no real title available?)
• Another set of verifiable conditions for average Markov decision processes with Borel spaces.
• Average optimality for continuous-time Markov decision processes in Polish spaces
• Average optimality inequality for continuous-time Markov decision processes in Polish spaces
• Construction and regularity of transition functions on Polish spaces under measurability conditions
• Continuous time control of Markov processes on an arbitrary state space: average return criterion
• Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
• Continuous-time Markov decision processes. Theory and applications
• New discount and average optimality conditions for continuous-time Markov decision processes
• Nondiscounted Continuous Time Markovian Decision Process with Countable State Space
• Selected topics on continuous-time controlled Markov chains and Markov games

Cited in

(7)

• Optimal average value convergence in nonhomogeneous Markov decision processes
• Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
• New sufficient conditions for average optimality in continuous-time Markov decision processes
• Detecting optimal and non-optimal actions in average-cost Markov decision processes
• Counter examples for compact action markov decision chains with average reward criteria
• scientific article; zbMATH DE number 2189771 (Why is no real title available?)
• Another set of verifiable conditions for average Markov decision processes with Borel spaces.

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