scientific article; zbMATH DE number 1325008
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Publication:4255598
discrete-time Markov control processesdynamic programmingexpected total cost criterionlinear programmingMarkov control modelsoptimal policiessample path optimalityundiscounted cost criteriaweighted-norm spaces
Dynamic programming in optimal control and differential games (49L20) Discrete-time Markov processes on general state spaces (60J05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)
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