Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
2008 ◽
Vol 45
(2)
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pp. 417-429
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Keyword(s):
In this paper we study the bias and the overtaking optimality criteria for continuous-time jump Markov decision processes in general state and action spaces. The corresponding transition rates are allowed to be unbounded, and the reward rates may have neither upper nor lower bounds. Under appropriate hypotheses, we prove the existence of solutions to the bias optimality equations, the existence of bias optimal policies, and an equivalence relation between bias and overtaking optimality.
2008 ◽
Vol 45
(02)
◽
pp. 417-429
◽
Keyword(s):
2007 ◽
Vol 32
(1)
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pp. 73-87
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Keyword(s):
2011 ◽
Vol 21
(5)
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pp. 2016-2049
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2011 ◽
Vol 27
(4)
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pp. 613-624
Keyword(s):
2006 ◽
Vol 16
(2)
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pp. 730-756
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Keyword(s):
2009 ◽
Vol 37
(5)
◽
pp. 317-321
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Keyword(s):
2007 ◽
Vol 66
(2)
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pp. 299-313
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Keyword(s):