This paper deals with the continuous time Markov decision programming (briefly CTMDP) withunbounded reward rate.The economic criterion is the long-run average reward. To the models withcountable state space,and compac...This paper deals with the continuous time Markov decision programming (briefly CTMDP) withunbounded reward rate.The economic criterion is the long-run average reward. To the models withcountable state space,and compact metric action sets,we present a set of sufficient conditions to ensurethe existence of the stationary optimal policies.展开更多
基金This paper was prepared with the support of the National Youth Science Foundation
文摘This paper deals with the continuous time Markov decision programming (briefly CTMDP) withunbounded reward rate.The economic criterion is the long-run average reward. To the models withcountable state space,and compact metric action sets,we present a set of sufficient conditions to ensurethe existence of the stationary optimal policies.
