Sample path optimality for a Markov optimization problem

DOI10.1016/j.spa.2004.12.005zbMath1088.60080MaRDI QIDQ2485850

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

zbMATH Keywords

Markov decision process; Stochastic control; Azuma's inequality

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E20: Optimal stochastic control

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

90C40: Markov and semi-Markov decision processes

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Cites Work

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