Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results

Tomás Prieto-Rumeau () and Onésimo Hernández-Lerma ()
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Tomás Prieto-Rumeau: UNED
Onésimo Hernández-Lerma: CINVESTAV-IPN

Annals of Operations Research, 2016, vol. 241, issue 1, No 12, 249-293

Abstract: Abstract We make a review of several variants of ergodicity for continuous-time Markov chains on a countable state space. These include strong ergodicity, ergodicity in weighted-norm spaces, exponential and subexponential ergodicity. We also study uniform exponential ergodicity for continuous-time controlled Markov chains, as a tool to deal with average reward and related optimality criteria. A discussion on the corresponding ergodicity properties is made, and an application to a controlled population system is shown.

Keywords: Ergodic continuous-time Markov chains; Continuous-time controlled Markov chains; Average reward optimality (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10479-012-1184-4

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