Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results
Author
Abstract
Suggested Citation
DOI: 10.1007/s10479-012-1184-4
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Michael N. Katehakis & Cyrus Derman, 1989. "On the Maintenance of Systems Composed of Highly Reliable Components," Management Science, INFORMS, vol. 35(5), pages 551-560, May.
- Xianping Guo & Alexei Piunovskiy, 2011. "Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates," Mathematics of Operations Research, INFORMS, vol. 36(1), pages 105-132, February.
- Tomás Prieto-Rumeau & Onésimo Hernández-Lerma, 2005. "The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 61(1), pages 123-145, March.
- Coquet, François & Mackevicius, Vigirdas & Mémin, Jean, 1999. "Corrigendum to "Stability in of martingales and backward equations under discretization of filtration": [Stochastic Processes and their Applications 75 (1998) 235-248]," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 335-338, August.
- R. Dekker & A. Hordijk & F. M. Spieksma, 1994. "On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains," Mathematics of Operations Research, INFORMS, vol. 19(3), pages 539-559, August.
- Mao, Yong-Hua, 2006. "Convergence rates in strong ergodicity for Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1964-1976, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Xianping Guo & Yi Zhang, 2016. "Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints," Mathematics of Operations Research, INFORMS, vol. 41(4), pages 1276-1296, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Xianping Guo & Yi Zhang, 2016. "Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints," Mathematics of Operations Research, INFORMS, vol. 41(4), pages 1276-1296, November.
- Galbreath, Jeremy, 2017. "Drivers Of Environmental Sustainability In Wine Firms: The Role And Effect Of Women In Leadership," Working Papers 253851, American Association of Wine Economists.
- Odysseas Kanavetas & Barış Balcıog̃lu, 2022. "The “Sensitive” Markovian queueing system and its application for a call center problem," Annals of Operations Research, Springer, vol. 317(2), pages 651-664, October.
- Dwi Ertiningsih & Sandjai Bhulai & Flora Spieksma, 2018. "A novel use of value iteration for deriving bounds for threshold and switching curve optimal policies," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(8), pages 638-659, December.
- Nicole Leder & Bernd Heidergott & Arie Hordijk, 2010. "An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory," Operations Research, INFORMS, vol. 58(4-part-1), pages 918-932, August.
- Tomás Prieto-Rumeau & Onésimo Hernández-Lerma, 2009. "Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 70(3), pages 527-540, December.
- Bernd Heidergott & Arie Hordijk & Heinz Weisshaupt, 2006. "Measure-Valued Differentiation for Stationary Markov Chains," Mathematics of Operations Research, INFORMS, vol. 31(1), pages 154-172, February.
- Yu Zhang & Vidyadhar G. Kulkarni, 2017. "Two-day appointment scheduling with patient preferences and geometric arrivals," Queueing Systems: Theory and Applications, Springer, vol. 85(1), pages 173-209, February.
- Mark Brown, 2013. "Sharp bounds for NBUE distributions," Annals of Operations Research, Springer, vol. 208(1), pages 245-250, September.
- Xindan Li & Dan Tang & Yongjin Wang & Xuewei Yang, 2014. "Optimal processing rate and buffer size of a jump-diffusion processing system," Annals of Operations Research, Springer, vol. 217(1), pages 319-335, June.
- Subrata Golui & Chandan Pal & Subhamay Saha, 2022. "Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion," Dynamic Games and Applications, Springer, vol. 12(2), pages 485-512, June.
- Subrata Golui & Chandan Pal, 2022. "Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 95(2), pages 219-247, April.
- Hiroyuki Masuyama, 2016. "A sufficient condition for the subexponential asymptotics of GI/G/1-type Markov chains with queueing applications," Annals of Operations Research, Springer, vol. 247(1), pages 65-95, December.
- Michael Katehakis & Ingram Olkin & Sheldon Ross & Jian Yang, 2013. "On the life and work of Cyrus Derman," Annals of Operations Research, Springer, vol. 208(1), pages 5-26, September.
- Eugene A. Feinberg & Jefferson Huang, 2019. "On the reduction of total‐cost and average‐cost MDPs to discounted MDPs," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(1), pages 38-56, February.
- Yong-Hua Mao & Tao Wang, 2022. "Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$ L 2 -Exponential Convergence Rates," Journal of Theoretical Probability, Springer, vol. 35(4), pages 2690-2711, December.
- J. Boland & J. A. Filar & G. Mohammadian & A. Nazari, 2016. "Australian electricity market and price volatility," Annals of Operations Research, Springer, vol. 241(1), pages 357-372, June.
- Xin Guo & Qiuli Liu & Yi Zhang, 2019. "Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates," 4OR, Springer, vol. 17(4), pages 427-442, December.
- Ger Koole & Olaf Passchier, 1997. "Optimal control in light traffic Markov decision processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 45(1), pages 63-79, February.
- Yonghui Huang & Xianping Guo, 2020. "Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 641-659, May.
More about this item
Keywords
Ergodic continuous-time Markov chains; Continuous-time controlled Markov chains; Average reward optimality;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:241:y:2016:i:1:d:10.1007_s10479-012-1184-4. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.