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Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions
| Content Provider | Scilit |
|---|---|
| Author | Zhang, Yi |
| Copyright Year | 2014 |
| Description | This paper considers the average optimality for a continuous-time Markov decision process in Borel state and action spaces, and with an arbitrarily unbounded nonnegative cost rate. The existence of a deterministic stationary optimal policy is proved under the conditions that allow the following; the controlled process can be explosive, the transition rates are weakly continuous, and the multifunction defining the admissible action spaces can be neither compact-valued nor upper semicontinuous. |
| Related Links | http://arxiv.org/pdf/1401.4856 http://projecteuclid.org/download/pdfview_1/euclid.jap/1421763321 |
| Ending Page | 970 |
| Page Count | 17 |
| Starting Page | 954 |
| ISSN | 00219002 |
| e-ISSN | 14756072 |
| DOI | 10.1239/jap/1421763321 |
| Journal | Journal of applied probability |
| Issue Number | 4 |
| Volume Number | 51 |
| Language | English |
| Publisher | Cambridge University Press (CUP) |
| Publisher Date | 2014-12-01 |
| Access Restriction | Open |
| Subject Keyword | Journal of applied probability Automotive Engineering Optimality for Continuous Average Optimality Weak Continuity Time Markov Continuity Conditions Markov Decision Continuous Time |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Statistics, Probability and Uncertainty |
