Value iteration in average cost Markov control processes on Borel spaces
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Publication:1906804
DOI10.1007/BF00047169zbMATH Open0843.93093MaRDI QIDQ1906804FDOQ1906804
Authors: Raúl Montes-de-Oca, Onésimo Hernández-Lerma 
Publication date: 6 February 1996
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Recommendations
- Value iteration for average cost Markov decision processes in Borel spaces
- Policy iteration for average cost Markov control processes on Borel spaces
- Constrained Average Cost Markov Control Processes in Borel Spaces
- The average cost optimality equation for Markov control processes on Borel spaces
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs.
- Average cost Markov control processes with weighted norms: value iteration
- Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
Cites Work
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Cited In (8)
- Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control
- Approximate dynamic programming for stochastic linear control problems on compact state spaces
- A pause control approach to the value iteration scheme in average Markov decision processes
- Average cost Markov control processes with weighted norms: value iteration
- A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
- Value iteration for average cost Markov decision processes in Borel spaces
- Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
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