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

DOI10.4064/AM-25-2-153-178MaRDI QIDQ4391349zbMATH OpenOpenAlexFDO

Authors 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

discrete-time Markov control processesexistenceinfinite horizon undiscounted cost criteria

Mathematics Subject Classification ID

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

Recommendations

• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
• Overtaking and Almost-Sure Optimality for Infinite Horizon Markov Decision Processes
• scientific article; zbMATH DE number 3877051
• scientific article; zbMATH DE number 729193
• scientific article; zbMATH DE number 851955
• scientific article; zbMATH DE number 179178
• Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon

Cited in

(15)

• Uniformly overtaking and weakly overtaking optimal solutions in infinite horizon optimal control: When optimal solutions are agreeable
• 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
• Discount-sensitive equilibria in zero-sum stochastic differential games
• An axiomatic approach to Markov decision processes
• scientific article; zbMATH DE number 7232794 (Why is no real title available?)
• Overtaking and Almost-Sure Optimality for Infinite Horizon Markov Decision Processes
• Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
• Asymptotic normality of discrete-time Markov control processes
• Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
• The Mitra-Wan forestry model: a discrete-time optimal control problem
• Markov control processes with pathwise constraints

This page was built for publication: Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4391349)