A nonlinear Markov evolution is a dynamical system generated by a measure-valued
ordinary differential equation with the specific feature of preserving positivity. This feature …

There has been a great deal of interest in optimal control systems described by stochastic
and partial differential equations. These optimal control problems lead to stochastic and …

Page 1 不确定理论与优化丛书 Uncertainty Theory and Optimization Series 实用马尔可夫决策
过程 Applied Markov Decision Processes 刘克编著 Liu Ke SINGHU 水 UNI PRESS 清华大学 …

In this paper we give conditions for (the existence and) several characterizations of
overtaking optimal policies for a general class of controlled diffusion processes. Our …

This paper is concerned with two-person zero-sum games for continuous-time Markov
chains, with possibly unbounded payoff and transition rate functions, under the discounted …

This paper is a survey of recent results on continuous-time Markov decision processes
(MDPs) with unbounded transition rates, and reward rates that may be unbounded from …

En esta investigación se revisa la evolución teórica y práctica de los procesos markovianos
y se resalta su rápido avance y notorio potencial en el modelado de los procesos de toma …

This paper is a first study of two-person zero-sum games for denumerable continuous-time
Markov chains determined by given transition rates, with an average payoff criterion. The …

This paper is devoted to studying the average optimality in continuous-time Markov decision
processes with fairly general state and action spaces. The criterion to be maximized is …

This chapter discusses a reduction of discounted continuous-time Markov decision
processes (CTMDPs) to discrete-time Markov decision processes (MDPs). This reduction is …