Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control (Q2079543): Difference between revisions

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scientific article

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English	Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control	scientific article

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instance of

scholarly article

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title

Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control (English)

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author

Serdar Yüksel

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Aristotle Arapostathis

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published in

Journal of Mathematical Analysis and Applications

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publication date

30 September 2022

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full work available at URL

https://arxiv.org/abs/2103.06502

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zbMATH Keywords

ergodic control

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existence of optimal policies

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optimality of deterministic policies

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approximations

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MaRDI profile type

MaRDI publication profile

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cites work

Some New Results on Sample Path Optimality in Ergodic Control of Diffusions

0 references

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

0 references

A New Approach to the Limit Theory of Recurrent Markov Chains

0 references

On ws-Convergence of Product Measures

0 references

Memoryless Strategies in Finite-Stage Dynamic Programming

0 references

Non-Existence of Everywhere Proper Conditional Distributions

0 references

The probabilistic structure of controlled diffusion processes

0 references

White-Noise Representations in Stochastic Realization Theory

0 references

Optimal Sequential Vector Quantization of Markov Sources

0 references

Average control of Markov decision processes with Feller transition probabilities and general action spaces

0 references

Q3862198

0 references

Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

0 references

Berge's theorem for noncompact image sets

0 references

Q4042404

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

0 references

Q4281774

0 references

Recurrence conditions for Markov decision processes with Borel state space: A survey

0 references

Q4255598

0 references

Markov chains and invariant probabilities

0 references

Optimal Plans for Dynamic Programming Problems

0 references

Robustness to Incorrect Priors in Partially Observed Stochastic Control

0 references

The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin

0 references

Q5531649

0 references

Sample-path average optimality for Markov control processes

0 references

On Optimal Zero-Delay Coding of Vector Markov Sources

0 references

Linear Programming and Sequential Decisions

0 references

Markov chains and stochastic stability

0 references

Distributional Strategies for Games with Incomplete Information

0 references

Q5509984

0 references

A splitting technique for Harris recurrent Markov chains

0 references

General Irreducible Markov Chains and Non-Negative Operators

0 references

On the Nonexistence of $|varepsilon$-Optimal Randomized Stationary Policies in Average Cost Markov Decision Models

0 references

Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Stochastic Control

0 references

Near optimality of quantized policies in stochastic control under weak continuity conditions

0 references

Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal

0 references

On dynamic programming: Compactness of the space of policies

0 references

Topological conditions enabling use of Harris methods in discrete and continuous time

0 references

Sample path average optimality of Markov control processes with strictly unbounded cost

0 references

The average cost optimality equation: a fixed point approach

0 references

Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies

0 references

On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs

0 references

Optimization and Convergence of Observation Channels in Stochastic Control

0 references

Identifiers

zbMATH Open document ID

1501.93162

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DOI

10.1016/j.jmaa.2022.126567

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2079543

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@@ Property / arXiv ID: 2103.06502 / rank @@
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@@ Property / cites work @@
+Some New Results on Sample Path Optimality in Ergodic Control of Diffusions
+Normal rank
@@ Property / cites work @@
+Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
+Normal rank
@@ Property / cites work @@
+A New Approach to the Limit Theory of Recurrent Markov Chains
+Normal rank
@@ Property / cites work @@
+On ws-Convergence of Product Measures
@@ Property / cites work: On ws-Convergence of Product Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Memoryless Strategies in Finite-Stage Dynamic Programming
+Normal rank
@@ Property / cites work @@
+Non-Existence of Everywhere Proper Conditional Distributions
+Normal rank
@@ Property / cites work @@
+The probabilistic structure of controlled diffusion processes
+Normal rank
@@ Property / cites work @@
+White-Noise Representations in Stochastic Realization Theory
+Normal rank
@@ Property / cites work @@
+Optimal Sequential Vector Quantization of Markov Sources
+Normal rank
@@ Property / cites work @@
+Average control of Markov decision processes with Feller transition probabilities and general action spaces
+Normal rank
@@ Property / cites work @@
+Q3862198
@@ Property / cites work: Q3862198 / rank @@
+Normal rank
@@ Property / cites work @@
+Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
+Normal rank
@@ Property / cites work @@
+Berge's theorem for noncompact image sets
@@ Property / cites work: Berge's theorem for noncompact image sets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4042404
@@ Property / cites work: Q4042404 / rank @@
+Normal rank
@@ Property / cites work @@
+Average cost Markov control processes with weighted norms: existence of canonical policies
+Normal rank
@@ Property / cites work @@
+Q4281774
@@ Property / cites work: Q4281774 / rank @@
+Normal rank
@@ Property / cites work @@
+Recurrence conditions for Markov decision processes with Borel state space: A survey
+Normal rank
@@ Property / cites work @@
+Q4255598
@@ Property / cites work: Q4255598 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains and invariant probabilities
@@ Property / cites work: Markov chains and invariant probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Plans for Dynamic Programming Problems
@@ Property / cites work: Optimal Plans for Dynamic Programming Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness to Incorrect Priors in Partially Observed Stochastic Control
+Normal rank
@@ Property / cites work @@
+The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin
+Normal rank
@@ Property / cites work @@
+Q5531649
@@ Property / cites work: Q5531649 / rank @@
+Normal rank
@@ Property / cites work @@
+Sample-path average optimality for Markov control processes
+Normal rank
@@ Property / cites work @@
+On Optimal Zero-Delay Coding of Vector Markov Sources
+Normal rank
@@ Property / cites work @@
+Linear Programming and Sequential Decisions
@@ Property / cites work: Linear Programming and Sequential Decisions / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Distributional Strategies for Games with Incomplete Information
+Normal rank
@@ Property / cites work @@
+Q5509984
@@ Property / cites work: Q5509984 / rank @@
+Normal rank
@@ Property / cites work @@
+A splitting technique for Harris recurrent Markov chains
+Normal rank
@@ Property / cites work @@
+General Irreducible Markov Chains and Non-Negative Operators
+Normal rank
@@ Property / cites work @@
+On the Nonexistence of $|varepsilon$-Optimal Randomized Stationary Policies in Average Cost Markov Decision Models
+Normal rank
@@ Property / cites work @@
+Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Stochastic Control
+Normal rank
@@ Property / cites work @@
+Near optimality of quantized policies in stochastic control under weak continuity conditions
+Normal rank
@@ Property / cites work @@
+Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
+Normal rank
@@ Property / cites work @@
+On dynamic programming: Compactness of the space of policies
+Normal rank
@@ Property / cites work @@
+Topological conditions enabling use of Harris methods in discrete and continuous time
+Normal rank
@@ Property / cites work @@
+Sample path average optimality of Markov control processes with strictly unbounded cost
+Normal rank
@@ Property / cites work @@
+The average cost optimality equation: a fixed point approach
+Normal rank
@@ Property / cites work @@
+Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies
+Normal rank
@@ Property / cites work @@
+On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
+Normal rank
@@ Property / cites work @@
+Optimization and Convergence of Observation Channels in Stochastic Control
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2079543