Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence

DOI10.2307/3214980zbMATH Open0869.93054OpenAlexW4255849103MaRDI QIDQ3122864FDOQ3122864

Authors: Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand 

Publication date: 5 March 1997

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214980

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zbMATH Keywords

Lyapunov conditionnecessary and sufficient optimality conditionsaverage costcontrolled Markov chain

Mathematics Subject Classification ID

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

Cited In (7)

• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
• Continuous-time controlled Markov chains.
• A note on the convergence rate of the value iteration scheme in controlled Markov chains
• A pause control approach to the value iteration scheme in average Markov decision processes
• Average cost Markov control processes with weighted norms: value iteration
• Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
• Time-average optimal constrained semi-Markov decision processes

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