An $\varepsilon $-Optimal Control of a Finite Markov Chain with an Average Reward Criterion

DOI10.1137/1125006zbMath0455.60056OpenAlexW2087963613MaRDI QIDQ3903810

Eugene A. Feinberg

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1125006

zbMATH Keywords

controlled Markov processoptimal control of Markov chains

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40)

Related Items (5)

LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems ⋮ An expected average reward criterion ⋮ Examples concerning Abel and Cesàro limits ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Finite state Markov decision models with average reward criteria

This page was built for publication: An $\varepsilon $-Optimal Control of a Finite Markov Chain with an Average Reward Criterion