Denumerable state continuous time Markov decision processes with unbounded cost and transition rates under average criterion
Keyword(s):
AbstractIn this paper, we consider denumerable state continuous time Markov decision processes with (possibly unbounded) transition and cost rates under average criterion. We present a set of conditions and prove the existence of both average cost optimal stationary policies and a solution of the average optimality equation under the conditions. The results in this paper are applied to an admission control queue model and controlled birth and death processes.
2015 ◽
Vol 47
(4)
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pp. 1064-1087
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2015 ◽
Vol 47
(04)
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pp. 1064-1087
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2015 ◽
Vol 47
(1)
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pp. 106-127
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2015 ◽
Vol 47
(01)
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pp. 106-127
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2002 ◽
Vol 39
(2)
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pp. 233-250
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2002 ◽
Vol 39
(02)
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pp. 233-250
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