LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems (Q831480)

From MaRDI portal
scientific article
Language Label Description Also known as
English
LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
scientific article

    Statements

    LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems (English)
    0 references
    23 March 2022
    0 references
    0 references
    stochastic optimal control
    0 references
    Markov decision processes (MDPs)
    0 references
    linear programming
    0 references
    optimality conditions
    0 references
    dynamic programming
    0 references
    discrete time
    0 references
    0 references
    0 references