Limiting optimal discounted-cost control of a class of time-varying stochastic systems
From MaRDI portal
Publication:1575297
DOI10.1016/S0167-6911(99)00121-8zbMath0977.93084MaRDI QIDQ1575297
Onésimo Hernández-Lerma, Nadine Hilgert
Publication date: 21 August 2000
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(99)00121-8
time-varying systems; discounted cost criterion; discrete-time stochastic systems; limiting system; existence of an optimal policy; non-homogeneous Markov control processes; approximation of control models
Related Items
Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs, Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
- Robustness inequality for Markov control processes with unbounded costs
- Policy iteration for average cost Markov control processes on Borel spaces
- Adaptive Markov control processes
- Density estimation and adaptive control of Markov processes: Average and discounted criteria
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?
- Average cost Markov control processes with weighted norms: existence of canonical policies
- Parametric continuity in dynamic programming problems
