Ergodic Control of Markov Chains with Constraints—the General Case

DOI10.1137/S1052623491218895zbMath0795.93100MaRDI QIDQ4286624

Vivek S. Borkar

Publication date: 27 March 1994

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623491218895

zbMATH Keywords

Markov chain; ergodic control

Mathematics Subject Classification ID

93E20: Optimal stochastic control

90C40: Markov and semi-Markov decision processes

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