New sufficient conditions for average optimality in continuous-time Markov decision processes
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DOI: 10.1007/s00186-010-0307-4
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References listed on IDEAS
- Doshi, Bharat T., 1976. "Continuous time control of Markov processes on an arbitrary state space: Average return criterion," Stochastic Processes and their Applications, Elsevier, vol. 4(1), pages 55-77, January.
- Quanxin Zhu, 2007. "Average optimality inequality for continuous-time Markov decision processes in Polish spaces," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(2), pages 299-313, October.
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Cited by:
- Qingda Wei & Xianping Guo, 2012. "New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces," Journal of Optimization Theory and Applications, Springer, vol. 153(3), pages 709-732, June.
- Ping Cao & Jingui Xie, 2016. "Optimal control of a multiclass queueing system when customers can change types," Queueing Systems: Theory and Applications, Springer, vol. 82(3), pages 285-313, April.
- 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
Average reward criterion; Continuous-time Markov decision process; Unbounded transition and reward rates; Optimality two-inequality approach; Optimal stationary policy; 90C40; 93E20;All these keywords.
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