caa a22 4500 445830840 CHVBK 20180317145314.0 cr unu---uuuuu 170323e20111001xx s 000 0 eng 10.1007/s10255-011-0111-9 doi (NATIONALLICENCE)springer-10.1007/s10255-011-0111-9 Zhu Quan-xin Department of Mathematics, Ningbo University, 315211, Ningbo, Zhejiang, China aut Average sample-path optimality for continuous-time Markov decision processes in Polish spaces [Elektronische Daten] [Quan-xin Zhu] In this paper we study the average sample-path cost (ASPC) problem for continuous-time Markov decision processes in Polish spaces. To the best of our knowledge, this paper is a first attempt to study the ASPC criterion on continuous-time MDPs with Polish state and action spaces. The corresponding transition rates are allowed to be unbounded, and the cost rates may have neither upper nor lower bounds. Under some mild hypotheses, we prove the existence of ɛ (ɛ ≥ 0)-ASPC optimal stationary policies based on two different approaches:one is the "optimality equation” approach and the other is the "two optimality inequalities” approach. Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg, 2011 continuous-time Markov decision process nationallicence average sample-path optimality nationallicence Polish space nationallicence optimality equation nationallicence optimality inequality nationallicence Acta Mathematicae Applicatae Sinica, English Series Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 27/4(2011-10-01), 613-624 0168-9673 27:4<613 2011 27 10255 https://doi.org/10.1007/s10255-011-0111-9 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10255-011-0111-9 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Zhu Quan-xin Department of Mathematics, Ningbo University, 315211, Ningbo, Zhejiang, China aut NATIONALLICENCE 773 0- Acta Mathematicae Applicatae Sinica, English Series Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 27/4(2011-10-01), 613-624 0168-9673 27:4<613 2011 27 10255 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer