Sample path optimality for a Markov optimization problem

DOI10.1016/J.SPA.2004.12.005zbMATH Open1088.60080OpenAlexW2012770314MaRDI QIDQ2485850FDOQ2485850

Authors: Fern Y. Hunt 

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.12.005

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zbMATH Keywords

Markov decision processStochastic controlAzuma's inequality

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cites Work

• Markov chains and stochastic stability
• Title not available (Why is that?)
• Markov Chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Optimality in Probability and Almost Surely for Processes with a Communication Property. I. The Discrete Time Case
• Hoeffding's inequality for uniformly ergodic Markov chains
• Markov Decision Problems and State-Action Frequencies
• Title not available (Why is that?)
• Pathwise optimality in stochastic control
• On asymptotic optimality in probability and almost surely in dynamic control

Cited In (7)

• Pathwise Optimality for Benchmark Tracking
• Sample-path average optimality for Markov control processes
• Reading policies for joins: an asymptotic analysis
• Title not available (Why is that?)
• A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Sample-path optimality in average Markov decision chains under a double Lyapunov function condition

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