Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces—Unbounded Costs
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Publication:4291169
DOI10.1137/S0363012992228325zbMath0799.90120OpenAlexW2070976400MaRDI QIDQ4291169
Onésimo Hernández-Lerma, Jean-Bernard Lasserre
Publication date: 17 November 1994
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012992228325
Linear programming (90C05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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