Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming (Q4874952)

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scientific article; zbMATH DE number 871597
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Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
scientific article; zbMATH DE number 871597

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    Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming (English)
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    11 June 1996
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    non-compact constraint set
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    stochastic kernel on Borel state space
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    average-cost Markov control process
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    gap
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    linear program
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    vanishing discounted approach
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    duality
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