Ergodic Control of Markov Chains with Constraints—the General Case

DOI10.1137/S1052623491218895zbMATH Open0795.93100OpenAlexW1967961078MaRDI QIDQ4286624FDOQ4286624

Authors: Vivek Borkar 

Publication date: 27 March 1994

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

Full work available at URL: https://doi.org/10.1137/s1052623491218895

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zbMATH Keywords

Markov chainergodic control

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited In (24)

• Action time sharing policies for ergodic control of Markov chains
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• Performance analysis and controller synthesis for nonlinear systems with stochastic uncertainty constraints
• Constrained markov decision processes with compact state and action spaces: the average case
• Postponing collapse: ergodic control with a probabilistic constraint
• Control of a Markov process in a problem with constraints
• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations
• A note on the existence of optimal stationary policies for average Markov decision processes with countable states
• The LP approach in average reward MDPs with multiple cost constraints: The countable state case
• Optimality of mixed policies for average continuous-time Markov decision processes with constraints
• Constrained Markov decision processes in Borel spaces: from discounted to average optimality
• Average Reward Markov Decision Processes with Multiple Cost Constraints
• Towards the optimal control of Markov chains with constraints
• On Minimum Cost Per Unit Time Control of Markov Chains
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• Control of continuous-time Markov chains with safety constraints
• Optimal policies for constrained average-cost Markov decision processes
• Optimal Distributed Uplink Channel Allocation: A Constrained MDP Formulation
• Markov control processes with pathwise constraints
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• Multiple objective nonatomic Markov decision processes with total reward criteria
• On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
• Constrained discounted Markov decision processes with Borel state spaces

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