Algorithms for optimization and stabilization of controlled Markov chains.

DOI10.1007/BF02823147MaRDI QIDQ5955823zbMATH OpenFDO

Authors Sean P. Meyn

Publication date 18 February 2002

Published in Sādhanā (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02823147

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cites work

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• Markov chains and stochastic stability
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• On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
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• Value Iteration in a Class of Communicating Markov Decision Chains with the Average Cost Criterion

Cited in

(3)

• Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
• Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
• A note on the existence of optimal stationary policies for average Markov decision processes with countable states

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