화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.45, No.1, 51-73, 2006
Bias optimality for continuous-time controlled Markov chains
In this paper we give conditions for the existence of bias optimal policies in a class of continuous-time controlled Markov chains with unbounded reward and transition rates. Several characterizations of bias optimality are proposed. We also introduce new sets of conditions ensuring uniform exponential ergodicity of continuous-time controlled Markov chains.