On the optimality equation for average cost Markov control processes with Feller transition probabilities (Q819727)

From MaRDI portal

Jump to:navigation, search

scientific article

In more languages

Language	Label	Description	Also known as
English	On the optimality equation for average cost Markov control processes with Feller transition probabilities	scientific article

Statements

scholarly article

On the optimality equation for average cost Markov control processes with Feller transition probabilities (English)

Anna Jaśkiewicz

Andrzej S. Nowak

Journal of Mathematical Analysis and Applications

publication date

29 March 2006

zbMATH Keywords

discrete-time Markov control processes

Borel state space

dynamic programming

average cost

optimality equation

average cost optimal policies

MaRDI profile type

MaRDI publication profile

full work available at URL

https://doi.org/10.1016/j.jmaa.2005.04.065

Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

Stochastic optimal control. The discrete time case

Controlled semi-Markov models under long-run average rewards

Measurable selections of extrema

What do discounted optima converge to!: A theory of discount rate asymptotics in economic models

OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS

Minimax Control of Discrete-Time Stochastic Systems

Average cost Markov control processes with weighted norms: existence of canonical policies

Average cost Markov control processes with weighted norms: value iteration

Adaptive Markov control processes

Average cost optimal policies for Markov control processes with Borel state space and unbounded costs

On the optimality equation for zero-sum ergodic stochastic games

Overtaking and Almost-Sure Optimality for Infinite Horizon Markov Decision Processes

Markov chains and stochastic stability

Computable bounds for geometric convergence rates of Markov chains

Optimal Stationary Policies in General State Space Markov Decision Chains with Finite Action Sets

On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions

Average Optimality in Dynamic Programming with General State Space

A new condition for the existence of optimal stationary policies in average cost Markov decision processes

The average cost optimality equation: a fixed point approach

Identifiers

Sitelinks

Mathematics(1 entry)

mardi Publication:819727

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q819727&oldid=34865488"