Continuity of Optimal Values and Solutions for Control of Markov Chains with Constraints

DOI10.1137/S0363012997280294zbMath0968.93081OpenAlexW4366005398MaRDI QIDQ4507404

Odile Pourtallier, Ariel L. Lombardi, Eitan Altman, Mabel Maria Tidball

Publication date: 18 October 2000

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

Full work available at URL: https://doi.org/10.1137/s0363012997280294

zbMATH Keywords

optimization\(\Gamma\)-convergenceconstrained Markov decision processexpected average costdiscounted costsequicoersive

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (4)

Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models ⋮ Optimal control problem regularization for the Markov process with finite number of states and constraints ⋮ Methods to design optimal control of Markov process with finite state set in the presence of constraints ⋮ Towards the optimal control of Markov chains with constraints

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