A note on optimality conditions for continuous-time Markov decision processes with average cost criterion

IEEE Transactions on Automatic Control

Volumn 46, Issue 12, 2001, Pages 1984-1989

  Quo, Xianping ^a,b   Liu, Ke ^c  

^a SUN YAT SEN UNIVERSITY   (China)

^b Asia Pacific Operations Research Center   (China)

^c INSTITUTE OF APPLIED MATHEMATICS   (China)

Author keywords

Average cost criterion; Continuous time Markov decision processes (MDPs); Optimal stationary policies; Optimality inequality

Indexed keywords

MARKOV DECISION PROCESSES (MDP);

DECISION THEORY; DYNAMIC PROGRAMMING; MARKOV PROCESSES; MATHEMATICAL MODELS; QUEUEING THEORY; STATE SPACE METHODS;

OPTIMAL CONTROL SYSTEMS;

EID: 0035707615     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.975505     Document Type: Article

References (25)

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