The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains


This paper gives conditions for the convergence of the Laurent series expansion for a class of continuous-time controlled Markov chains with possibly unbounded reward (or cost) rates and unbounded transition rates. That series is then used to study several optimization criteria, including n-discount optimality (for n 1⁄4 1; 0; 1; . . .), Blackwell… (More)
DOI: 10.1007/s001860400393


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