A Convex Analytic Framework for Ergodic Control of Semi-Markov Processes

DOI10.1287/MOOR.20.4.923MaRDI QIDQ4881517zbMATH OpenOpenAlexFDO

Authors Shalabh Bhatnagar, Vivek Borkar

Publication date 15 July 1996

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.20.4.923

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

Recommendations

• A convex analytic approach to Markov decision processes
• Occupation measures for controlled Markov processes: Characterization and optimality
• Existence of optimal Markov solutions for ergodic control of Markov processes
• An approximation approach to ergodic semi-Markov control processes
• Ergodic risk-sensitive control of Markov processes on countable state space revisited

Cited in

(4)

• An approximation approach to ergodic semi-Markov control processes
• Occupation measures for controlled Markov processes: Characterization and optimality
• Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
• Existence of optimal Markov solutions for ergodic control of Markov processes

This page was built for publication: A Convex Analytic Framework for Ergodic Control of Semi-Markov Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4881517)