IEEE

First-Moment Stability of Continuous-Time Markov Jump Linear Systems with Stationary, Time-Varying, and Polytopic Transition Rates

Abstract: This work studies 1-moment stability for continuous-time Markov Jump Linear Systems under both stationary and time-varying transition rates. For stationary transition rates, we propose novel ...
Scientific Research Publishing

Good, I.J. (1961) The Frequency Count of a Markov Chain and the Transition to Continuous Time. The Annals of Mathematical Statistics, 32, 41-48.

ABSTRACT: We obtain an infinite series expression for the joint probability density function of occupation times in a Three-State Markov chain. By extending the identity given by Darroch, we ...
JSTOR Daily

Zero-Sum Continuous-Time Markov Games with Unbounded Transition and Discounted Payoff Rates

This paper is concerned with two-person zero-sum games for continuous-time Markov chains, with possibly unbounded payoff and transition rate functions, under the discounted payoff criterion. We give ...
JSTOR Daily

Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

This paper describes sufficient conditions for the existence of optimal policies for partially observable Markov decision processes (POMDPs) with Borel state, observation, and action sets, when the ...