Kolmogorov forward equation and explosiveness in countable state Markov processes
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DOI: 10.1007/s10479-012-1262-7
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- Rommert Dekker & Arie Hordijk, 1992. "Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains," Mathematics of Operations Research, INFORMS, vol. 17(2), pages 271-289, May.
- Rommert Dekker & Arie Hordijk, 1988. "Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards," Mathematics of Operations Research, INFORMS, vol. 13(3), pages 395-420, 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.
- Alexey Piunovskiy & Yi Zhang, 2012. "The Transformation Method for Continuous-Time Markov Decision Processes," Journal of Optimization Theory and Applications, Springer, vol. 154(2), pages 691-712, August.
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Cited by:
- Yi Zhang, 2018. "On the Nonexplosion and Explosion for Nonhomogeneous Markov Pure Jump Processes," Journal of Theoretical Probability, Springer, vol. 31(3), pages 1322-1355, September.
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Keywords
Minimal process; Explosiveness; Regularity; Transition semigroup; Weighted supremum norm;All these keywords.
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