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Continuous time Markov decision programming with average reward criterion and unbounded reward rate

Continuous time Markov decision programming with average reward criterion and unbounded reward rate This paper deals with the continuous time Markov decision programming (briefly CTMDP) with unbounded reward rate. The economic criterion is the long-run average reward. To the models with countable state space and compact metric action sets, we present a set of sufficient conditions to ensure the existence of the stationary optimal policies. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Continuous time Markov decision programming with average reward criterion and unbounded reward rate

Acta Mathematicae Applicatae Sinica , Volume 7 (1) – Jul 13, 2005

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Publisher
Springer Journals
Copyright
Copyright © 1991 by Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A.
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02080199
Publisher site
See Article on Publisher Site

Abstract

This paper deals with the continuous time Markov decision programming (briefly CTMDP) with unbounded reward rate. The economic criterion is the long-run average reward. To the models with countable state space and compact metric action sets, we present a set of sufficient conditions to ensure the existence of the stationary optimal policies.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jul 13, 2005

References