scientific article; zbMATH DE number 3607286
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Publication:4172731
zbMath0391.60066MaRDI QIDQ4172731
Publication date: 1978
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1978__14_3_255_0
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Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Mathematical programming (90Cxx)
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Continuous dependence of stochastic control models on the noise distribution ⋮ Recurrence conditions for Markov decision processes with Borel state space: A survey ⋮ On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes ⋮ Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ A forecast horizon and a stopping rule for general Markov decision processes ⋮ Value iteration in average cost Markov control processes on Borel spaces ⋮ Average cost Markov decision processes: Optimality conditions ⋮ Recursive adaptive control of Markov decision processes with the average reward criterion ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs ⋮ Denumerable controlled Markov chains with average reward criterion: Sample path optimality ⋮ Controlled semi-Markov models under long-run average rewards ⋮ Unnamed Item ⋮ Adaptive control of Markov processes with incomplete state information and unknown parameters
Cites Work
- Martingale conditions for the optimal control of continuous time stochastic systems
- Finite state Markovian decision processes
- Measurable selections of extrema
- Measurable Selection and Dynamic Programming
- Estimation and control in Markov chains
- Arbitrary State Markovian Decision Processes
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