The average cost optimality equation: a fixed point approach

MaRDI QIDQ1432036zbMATH OpenFDO

Authors Óscar Vega-Amaya

Publication date 11 June 2004

Published in Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

discrete-time Makov control processesexpected average cost criterionfixed point theoremsLyapunov conditions

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cited in

(19)

• The average cost optimality equation for Markov control processes on Borel spaces
• Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
• Semi-Markov control processes with unknown holding times distribution under an average cost criterion
• On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies
• Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
• Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
• Redundant data transmission in control/estimation over lossy networks
• scientific article; zbMATH DE number 440540 (Why is no real title available?)
• scientific article; zbMATH DE number 7232794 (Why is no real title available?)
• Note on stability estimation in average Markov control processes.
• Average cost Markov control processes with weighted norms: existence of canonical policies
• Discrete-time average-cost mean-field games on Polish spaces
• Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
• A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs.
• Semi-Markov control models with partially known holding times distribution: discounted and average criteria
• On the optimality equation for average cost Markov control processes with Feller transition probabilities
• Average cost Markov control processes: Stability with respect to the Kantorovich metric
• Near optimality of quantized policies in stochastic control under weak continuity conditions
• Markov control processes with pathwise constraints

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