Infinite Horizon Optimization for Finite State Markov Chain

DOI10.1137/0325088MaRDI QIDQ3773809zbMATH OpenOpenAlexFDO

Authors Arie Leizarowitz

Publication date 1987

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

Full work available at URL https://doi.org/10.1137/0325088

zbMATH Keywords

long run averagefinite state Markov chainovertaking optimality criterioninfinite horizon controlstationary optimal strategy

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20)

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(8)

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