The average cost optimality equation: a fixed point approach
From MaRDI portal
Publication:1432036
zbMath1176.90626MaRDI QIDQ1432036
Publication date: 11 June 2004
Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)
fixed point theoremsdiscrete-time Makov control processesexpected average cost criterionLyapunov conditions
Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Existence of optimal solutions to problems involving randomness (49J55)
Related Items
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, Unnamed Item, Note on stability estimation in average Markov control processes, Redundant data transmission in control/estimation over lossy networks, Near optimality of quantized policies in stochastic control under weak continuity conditions, Semi-Markov control processes with unknown holding times distribution under an average cost criterion, Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies, Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited, Semi-Markov control models with partially known holding times distribution: discounted and average criteria, Markov control processes with pathwise constraints, Discrete-time average-cost mean-field games on Polish spaces, A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs, 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
