scientific article; zbMATH DE number 4152290

MaRDI QIDQ3481618zbMATH OpenFDO

Authors Monika Laušmanová

Publication date 1989

Full work available at URL https://eudml.org/doc/27487, http://www.kybernetika.cz/content/1989/5/366

zbMATH Keywords

average cost optimal controldiscounted cost criterionFinite controlled Markov chains

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20)

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(12)

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• The stopped distributions of a controlled Markov chain with discrete time
• Two extensions of asymptotic methods in controlled Markov chains
• Tracking of transition rates in Markov processes
• On the relation between discounted and average optimal value functions
• The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
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• Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations
• Martingale limit theorem and its application to an ergodic controlled Markov chain
• A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs
• The vanishing discount approach to constrained continuous-time controlled Markov chains

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