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

DOI10.1023/A:1006368714127MaRDI QIDQ1973302zbMATH OpenOpenAlexFDO

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

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
• scientific article; zbMATH DE number 179178 (Why is no real title available?)
• 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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