Titlebook: Continuous-Time Markov Decision Processes; Theory and Applicati Xianping Guo,Onésimo Hernández-Lerma Book 2009 Springer-Verlag Berlin Heide

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https://doi.org/10.1007/978-3-322-96359-8 average reward optimality equation and the existence of EAR optimal policies in Sect.?7.3. In Sect.?7.4, we provide a policy iteration algorithm for computing or at least approximating an EAR optimal policy. Finally, we illustrate the results in this chapter with several examples in Sect.?7.5.

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https://doi.org/10.1007/978-3-642-02547-1Markov chain; Markov decision process; Markov decision processes; controlled Markov chains; operations r

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Schriftenreihe Markt und Marketing a Markov policy are stated in precise terms in Sect.?2.2. We also give, in Sect.?2.3, a precise definition of state and action processes in continuous-time MDPs, together with some fundamental properties of these two processes. Then, in Sect.?2.4, we introduce the basic optimality criteria that we are interested in.