Weak conditions for average optimality in Markov control processes

DOI10.1016/0167-6911(94)90060-4MaRDI QIDQ1324511zbMATH OpenOpenAlexFDO

Authors Onésimo Hernández-Lerma, Jean B. Lasserre

Publication date 16 January 1995

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

Full work available at URL https://doi.org/10.1016/0167-6911(94)90060-4

zbMATH Keywords

average cost optimal policiesMarkov control processes

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45)

Recommendations

• scientific article; zbMATH DE number 729193
• scientific article; zbMATH DE number 825217
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• The average cost optimality equation for Markov control processes on Borel spaces
• scientific article; zbMATH DE number 851955

Cites work

• Adaptive Markov control processes
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
• Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• scientific article; zbMATH DE number 3664132 (Why is no real title available?)
• scientific article; zbMATH DE number 179178 (Why is no real title available?)
• scientific article; zbMATH DE number 729193 (Why is no real title available?)
• scientific article; zbMATH DE number 3244852 (Why is no real title available?)
• On Linear Programming in a Markov Decision Problem

Cited in

(15)

• ``Super-overtaking optimal policies for Markov control processes
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
• A condition for strong average optimality of MDP with non-uniformly bounded costs
• Robust Markov control processes
• scientific article; zbMATH DE number 729193 (Why is no real title available?)
• Sample-path average optimality for Markov control processes
• scientific article; zbMATH DE number 1569429 (Why is no real title available?)
• Average cost Markov control processes with weighted norms: existence of canonical policies
• scientific article; zbMATH DE number 825217 (Why is no real title available?)
• scientific article; zbMATH DE number 851955 (Why is no real title available?)
• Occupation measures in average cost Markov decision processes
• On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
• A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs
• Another set of conditions for average optimality in Markov control processes

This page was built for publication: Weak conditions for average optimality in Markov control processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1324511)