Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality

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

zbMATH Keywords

existence; discrete-time Markov control processes; infinite horizon undiscounted cost criteria

Mathematics Subject Classification ID

93E20: Optimal stochastic control

90C40: Markov and semi-Markov decision processes

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