Policy iteration for average cost Markov control processes on Borel spaces

DOI10.1023/A:1005781013253zbMath0872.93080OpenAlexW2113380613MaRDI QIDQ1357514

Onésimo Hernández-Lerma, Jean-Bernard Lasserre

Publication date: 13 October 1997

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1005781013253

zbMATH Keywords

policy iteration algorithmHoward's algorithmaverage cost problemdiscrete time Markov control processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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