Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
From MaRDI portal
Publication:4391349
DOI10.4064/am-25-2-153-178zbMath0906.93062MaRDI QIDQ4391349
Onésimo Hernández-Lerma, Óscar Vega-Amaya
Publication date: 2 June 1998
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/219198
Related Items
Unnamed Item, Asymptotic Normality of Discrete-Time Markov Control Processes, Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies, Discount-sensitive equilibria in zero-sum stochastic differential games, Markov control processes with pathwise constraints, Approximation of average cost optimal policies for general Markov decision processes with unbounded costs, ``Super-overtaking optimal policies for Markov control processes, Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited, On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies, Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem, An axiomatic approach to Markov decision processes, Unnamed Item