New sufficient conditions for average optimality in continuous-time Markov decision processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s00186-010-0307-4.pdf
Reference22 articles.
1. Dong ZQ (1979) Continuous-time Markov decision programming with average reward criterion countable state and action space. Sci Sinica SP ISS(II): 141–148
2. Doshi BT (1976) Continuous-time control of Markov processes on an arbitrary state space: discounted rewards. Ann Stat 4: 1219–1235
3. Feller W (1940) On the integro-differential equations of purely discontinuous Markoff processes. Trans Am Math Soc 48: 488–515
4. Guo XP (2007a) Continuous-time Markov decision processes with discounted rewards: the case of Polish spaces. Math Oper Res 32(1): 73–87
5. Guo XP (2007b) Constrained optimization for average cost continuous-time Markov decision processes. IEEE Trans Automat Control 52(6): 1139–1143
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