The vanishing discount approach to constrained continuous-time controlled Markov chains

Vanishing Discount Approach

Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results

Annals of Operations Research ◽

10.1007/s10479-012-1184-4 ◽

2012 ◽

Vol 241 (1-2) ◽

pp. 249-293 ◽

Cited By ~ 3

Author(s):

Tomás Prieto-Rumeau ◽

Onésimo Hernández-Lerma

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Uniform Ergodicity

Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games

10.1142/p829 ◽

2011 ◽

Cited By ~ 18

Author(s):

Tomás Prieto-Rumeau ◽

Onésimo Hernández-Lerma

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Markov Games ◽

Continuous-time controlled Markov chains

10.1214/aoap/1042765671 ◽

2003 ◽

Vol 13 (1) ◽

pp. 363-388 ◽

Cited By ~ 23

Author(s):

Xianping Guo ◽

Onésimo Hernández-Lerma

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains

IEEE Transactions on Automatic Control ◽

10.1109/tac.2009.2033848 ◽

2010 ◽

Vol 55 (1) ◽

pp. 201-207 ◽

Cited By ~ 17

Author(s):

T. Prieto-Rumeau ◽

J.M. Lorenzo

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Ergodic Average ◽

Average Reward ◽

Blackwell Optimality in the Class of Markov Policies for Continuous-Time Controlled Markov Chains

Acta Applicandae Mathematicae ◽

10.1007/s10440-006-9060-3 ◽

2006 ◽

Vol 92 (1) ◽

pp. 77-96 ◽

Cited By ~ 6

Author(s):

Tomás Prieto-Rumeau

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Blackwell Optimality

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) ◽

Recent results in controlled Markov chains with risk sensitive average criteria: the vanishing discount approach

10.1109/cdc.1999.832761 ◽

2003 ◽

Cited By ~ 1

Author(s):

R. Cavazos-Cadena ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Risk Sensitive ◽

Vanishing Discount Approach

Continuous-time controlled Markov chains with safety upper bound

IET Control Theory and Applications ◽

10.1049/iet-cta.2010.0101 ◽

2011 ◽

Vol 5 (2) ◽

pp. 397-401 ◽

Cited By ~ 1

Author(s):

S.-P. Hsu

Keyword(s):

Markov Chains ◽

Upper Bound ◽

Continuous Time ◽

Bias Optimality for Continuous-Time Controlled Markov Chains

SIAM Journal on Control and Optimization ◽

10.1137/s036301290343432 ◽

2006 ◽

Vol 45 (1) ◽

pp. 51-73 ◽

Cited By ~ 28

Author(s):

Tomás Prieto-Rumeau ◽

Onésimo Hernández-Lerma

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Bias Optimality

Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion

IEEE Transactions on Automatic Control ◽

10.1109/tac.2002.808469 ◽

2003 ◽

Vol 48 (2) ◽

pp. 236-245 ◽

Cited By ~ 39

Author(s):

Xianping Guo ◽

O. Hernandez-Lerma

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Average Criterion ◽

Monotonicity Conditions

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains

Mathematical Methods of Operations Research ◽

10.1007/s00186-008-0276-z ◽

2008 ◽

Vol 70 (3) ◽

pp. 527-540 ◽

Cited By ~ 12

Author(s):

Tomás Prieto-Rumeau ◽

Onésimo Hernández-Lerma

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Variance Minimization ◽

Overtaking Optimality ◽