Infinite Horizon Optimization for Finite State Markov Chain

DOI10.1137/0325088zbMATH Open0634.93080OpenAlexW2173500049MaRDI QIDQ3773809FDOQ3773809

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

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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)

Cited In (7)

• Approximate Fixed Point Iteration with an Application to Infinite Horizon Markov Decision Processes
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• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
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• Overtaking Optimal Regulation and Tracking of Piecewise Diffusion Linear Systems
• Infinite horizon optimality criteria for equipment replacement under technological change

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