Displaying similar documents to “Asymptotic estimates of the Green functions and transition probabilities for Markov additive processes.”

The generalized de Rham-Hodge theory aspects of Delsarte-Darboux type transformations in multidimension

Anatoliy Samoilenko, Yarema Prykarpatsky, Anatoliy Prykarpatsky (2005)

Open Mathematics

Similarity:

The differential-geometric and topological structure of Delsarte transmutation operators and their associated Gelfand-Levitan-Marchenko type eqautions are studied along with classical Dirac type operator and its multidimensional affine extension, related with selfdual Yang-Mills eqautions. The construction of soliton-like solutions to the related set of nonlinear dynamical system is discussed.

Strong average optimality criterion for continuous-time Markov decision processes

Qingda Wei, Xian Chen (2014)

Kybernetika

Similarity:

This paper deals with continuous-time Markov decision processes with the unbounded transition rates under the strong average cost criterion. The state and action spaces are Borel spaces, and the costs are allowed to be unbounded from above and from below. Under mild conditions, we first prove that the finite-horizon optimal value function is a solution to the optimality equation for the case of uncountable state spaces and unbounded transition rates, and that there exists an optimal...