The average cost optimality equation: a fixed point approach

zbMath1176.90626MaRDI QIDQ1432036

Óscar Vega-Amaya

Publication date: 11 June 2004

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

fixed point theoremsdiscrete-time Makov control processesexpected average cost criterionLyapunov conditions

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Existence of optimal solutions to problems involving randomness (49J55)

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On the optimality equation for average cost Markov control processes with Feller transition probabilities ⋮ Average cost Markov control processes: Stability with respect to the Kantorovich metric ⋮ Unnamed Item ⋮ Note on stability estimation in average Markov control processes ⋮ Redundant data transmission in control/estimation over lossy networks ⋮ Near optimality of quantized policies in stochastic control under weak continuity conditions ⋮ Semi-Markov control processes with unknown holding times distribution under an average cost criterion ⋮ Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited ⋮ Semi-Markov control models with partially known holding times distribution: discounted and average criteria ⋮ Markov control processes with pathwise constraints ⋮ Discrete-time average-cost mean-field games on Polish spaces ⋮ A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control ⋮ Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem

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