Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results
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DOI: 10.1007/s10479-012-1184-4
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- 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.
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Keywords
Ergodic continuous-time Markov chains; Continuous-time controlled Markov chains; Average reward optimality;All these keywords.
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