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The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains |
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| Authors: | Tomás Prieto-Rumeau Onésimo Hernández-Lerma |
| Institution: | (1) Departamento de Economía Aplicada Cuantitativa II, Facultad de Ciencias Económicas y Empresariales, Universidad Nacional de Educación a Distancia, Calle Senda del Rey 11, 28040 Madrid, Spain;(2) Departamento de Matemáticas, CINVESTAV-IPN, A, 14-740, México D.F, 07000, Mexico |
| Abstract: | |
| Keywords: | Continuous-time controlled Markov chains (also known as Markov decision processes) Laurent series Sensitive discount criteria Blackwell optimality Average reward criteria |
| 本文献已被 SpringerLink 等数据库收录！ | |