Continuity of Optimal Values and Solutions for Control of Markov Chains with Constraints

DOI10.1137/S0363012997280294MaRDI QIDQ4507404zbMATH OpenOpenAlexFDO

Authors A. L. Lombardi, Odile Pourtallier, Mabel Maria Tidball, Eitan Altman

Publication date 18 October 2000

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

Full work available at URL https://doi.org/10.1137/s0363012997280294

zbMATH Keywords

\(\Gamma\)-convergenceconstrained Markov decision processdiscounted costsequicoersiveexpected average costoptimization

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Sensitivity (robustness) (93B35) Optimal stochastic control (93E20)

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(6)

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