Markov control process with the expected total cost criterion: Optimality, stability, and transient models

DOI10.1023/A:1006368714127zbMATH Open0964.93086OpenAlexW1920513863MaRDI QIDQ1973302FDOQ1973302

Authors: Guadalupe Carrasco, Rubén Pérez-Hernández, Onésimo Hernández-Lerma 

Publication date: 29 August 2000

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1006368714127

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zbMATH Keywords

dynamic programmingLagrange stabilitypolicy iterationstability with probability oneexpected total costdiscrete-time Markov control processestransient control models

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited In (6)

• Stability estimation of transient Markov decision processes
• Robust shortest path planning and semicontractive dynamic programming
• Title not available (Why is that?)
• A finite exact algorithm to solve a dice game
• Markov decision processes with iterated coherent risk measures
• An analysis of transient Markov decision processes

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