This paper studies the limit average variance criterion for continuous-time Markov decision processes in Polish spaces. Based on two approaches, this paper proves not only the existence of solutions to the variance minimization optimality equation and the existence of a variance minimal policy that is canonical, but also the existence of solutions to the two variance minimization optimality inequalities and the existence of a variance minimal policy which may not be canonical. An example is given to illustrate all of our conditions.
In this paper we study the average sample-path cost (ASPC) problem for continuous-time Markov decision processes in Polish spaces. To the best of our knowledge, this paper is a first attempt to study the ASPC criterion on continuous-time MDPs with Polish state and action spaces. The corresponding transition rates are allowed to be unbounded, and the cost rates may have neither upper nor lower bounds. Under some mild hypotheses, we prove the existence of (ε〉 0)-ASPC optimal stationary policies based on two different approaches: one is the "optimality equation" approach and the other is the "two optimality inequalities" approach.
This note investigates the existence of periodic solutions for semi-ratio-dependent predator-prey models with functional response. New sharp criteria without any other nontrivial assumptions are presented by the invariance property of homotopy and analysis technique, which improve and extend many previous work. Some interesting numerical examples are given to illustrate our results.
LIU Xiu-xiang School of Mathematical Sciences, South China Normal University, Guangdong 510631, China