Abstract
Chapter 9 considers again the denumerable state continuous-time MDP model with unbounded transition rates and reward functions, but now with respect to the bias and other advanced criteria. Under suitable conditions, we obtain some interesting results on the existence and characterization of n-discount optimal policies in Sect. 9.2. These results are similar to those in Chap. 3, but of course in the context of this chapter. Finally, the existence of a Blackwell optimal policy is ensured in Sect. 9.3.
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© 2009 Springer-Verlag Berlin Heidelberg
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Guo, X., Hernández-Lerma, O. (2009). Advanced Optimality Criteria. In: Continuous-Time Markov Decision Processes. Stochastic Modelling and Applied Probability, vol 62. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-02547-1_9
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DOI: https://doi.org/10.1007/978-3-642-02547-1_9
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-02546-4
Online ISBN: 978-3-642-02547-1
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