``Super-overtaking optimal policies for Markov control processes

DOI10.1016/S0167-6911(97)00009-1zbMath0901.93074MaRDI QIDQ1391345

Evgueni I. Gordienko

Publication date: 22 July 1998

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

zbMATH Keywords

stochastic optimal control; Harris recurrence; overtaking optimality; (discrete-time) Markov control processes; average cost optimality equation

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

93E20: Optimal stochastic control

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