On Minimum Cost Per Unit Time Control of Markov Chains

From MaRDI portal
Publication:3682367

DOI10.1137/0322062zbMath0566.93069OpenAlexW2061026830MaRDI QIDQ3682367

Vivek S. Borkar

Publication date: 1984

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0322062




Related Items (21)

A convex analytic approach to Markov decision processesA note on the convergence rate of the value iteration scheme in controlled Markov chainsSample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward CriterionUnnamed ItemOptimal controls for diffusion in \(R^ d\)- a min-max max-min formula for the minimal cost growth rateRecent results on conditions for the existence of average optimal stationary policiesAdaptive control of constrained Markov chains: Criteria and policiesNonparametric estimation and adaptive control in a class of finite Markov decision chainsAverage cost Markov decision processes under the hypothesis of DoeblinThe average cost of Markov chains subject to total variation distance uncertaintyErgodic and adaptive control of nearest-neighbor motionsFunctional characterization for average cost Markov decision processes with Doeblin's conditionsMartingale limit theorem and its application to an ergodic controlled Markov chainA note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costsOn strong average optimality of Markov decision processes with unbounded costsComparing recent assumptions for the existence of average optimal stationary policiesA Square Shape of the Graph of Iterates of Multifunctions: A Complete Controllability ResultOn the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded CostsInfinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance AmbiguityThe convergence of value iteration in average cost Markov decision chainsA note on controlled diffusions on line with time-averaged cost




This page was built for publication: On Minimum Cost Per Unit Time Control of Markov Chains