scientific article; zbMATH DE number 5577556

MaRDI QIDQ3637558zbMATH OpenFDO

Authors Antonio García, Juan Ruiz de Chávez, Evgueni Gordienko

Publication date 13 July 2009

Full work available at URL https://eudml.org/doc/37677, http://www.kybernetika.cz/content/2009/3/475

zbMATH Keywords

stabilitynonlinear optimisationaverage costattracting pointnon-Markovian control sequence

Mathematics Subject Classification ID

Strong limit theorems (60F15) Inventory, storage, reservoirs (90B05) Markov and semi-Markov decision processes (90C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 5013247 (Why is no real title available?)
• scientific article; zbMATH DE number 976356 (Why is no real title available?)
• An estimate of the stability of optimal control of certain stochastic and deterministic systems
• Average optimality for Markov decision processes in borel spaces: a new condition and approach
• Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Stability estimates in the problem of average optimal switching of a Markov chain

Cited in

(1)

• On stochastic stability of a class of non-Markovian processes and applications in quantization

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