Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
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Publication:4391349
DOI10.4064/am-25-2-153-178zbMath0906.93062OpenAlexW30697952MaRDI QIDQ4391349
Onésimo Hernández-Lerma, Óscar Vega-Amaya
Publication date: 2 June 1998
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/219198
Related Items (12)
Unnamed Item ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ ``Super-overtaking optimal policies for Markov control processes ⋮ An axiomatic approach to Markov decision processes ⋮ 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 ⋮ Asymptotic Normality of Discrete-Time Markov Control Processes ⋮ Markov control processes with pathwise constraints ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Unnamed Item ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games ⋮ Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
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