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On homogeneous controlied Markov models in continuous time

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Abstract

We study controlled jump models in continuous time using the “average reward criterion.” We show that the synthesis problem reduces to the construction of a canonical triple and formulate a characteristic property of the canonical triple and a sufficient condition for its existence.

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Translated from Kibernetika, No. 1, pp. 45–49, January–February, 1989.

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Piunovskii, A.B. On homogeneous controlied Markov models in continuous time. Cybern Syst Anal 25, 55–61 (1989). https://doi.org/10.1007/BF01074884

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  • DOI: https://doi.org/10.1007/BF01074884

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