A model and methods of uniformly optimal stochastic control (Q1319759)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model and methods of uniformly optimal stochastic control |
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A model and methods of uniformly optimal stochastic control (English)
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8 May 1994
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The author considers the problem of optimal control for a controlled Markovian sequence under the average reward criterion. Under assumptions of contraction, he derives strategies which are uniformly optimal with respect to all possible finite time horizons.
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optimal control
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controlled Markovian sequence
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average reward criterion
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finite time horizons
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