Verifiable conditions for average optimality of continuous-time Markov decision processes
Year of publication: |
November 2016
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Authors: | Zou, Xiaolong ; Huang, Yonghui |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 6, p. 742-746
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Subject: | Continuous-time Markov decision processes | Average reward criterion | Unbounded transition rates | Optimal stationary policy | New optimality condition | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Entscheidung | Decision |
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