Discrete-time hybrid control in Borel spaces: average cost optimality criterion

DOI10.1016/j.jmaa.2018.03.007zbMath1386.93309OpenAlexW2791081321WikidataQ130151569 ScholiaQ130151569MaRDI QIDQ1746693

Maurice Robin, Tomás Prieto-Rumeau, Héctor Jasso-Fuentes, José Luis Menaldi

Publication date: 25 April 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.03.007

zbMATH Keywords

dynamic programmingMarkov decision processeshybrid control systemsergodic (a.k.a. average) criterion

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (4)

On Some Impulse Control Problems with Constraint ⋮ Discrete-time control with non-constant discount factor ⋮ Discrete-time hybrid control in Borel spaces ⋮ Discrete-time hybrid control in Borel spaces: average cost optimality criterion

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