Sample path optimality for a Markov optimization problem (Q2485850): Difference between revisions
From MaRDI portal
Latest revision as of 14:54, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample path optimality for a Markov optimization problem |
scientific article |
Statements
Sample path optimality for a Markov optimization problem (English)
0 references
5 August 2005
0 references
A controlled Markov chain with long-term expected average cost criterion is considered. Sufficient conditions are given under which an optimal stationary policy is also asymptotically optimal with respect to the sample path cost criterion.
0 references
Markov decision process
0 references
Stochastic control
0 references
Azuma's inequality
0 references
0 references
