Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls

DOI10.1016/0167-6911(91)90069-QzbMath0771.90098MaRDI QIDQ1190402

Onésimo Hernández-Lerma

Publication date: 26 September 1992

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Borel state space; unbounded rewards; average-optimal policy; Borel action space; discrete-time Markovian decision process

Mathematics Subject Classification ID

90C39: Dynamic programming

Related Items

Examples concerning Abel and Cesàro limits, Application of average dynamic programming to inventory systems, The average cost optimality equation for Markov control processes on Borel spaces, Weak conditions for average optimality in Markov control processes, Value iteration in average cost Markov control processes on Borel spaces, Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities, Unnamed Item

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