Sample path average optimality of Markov control processes with strictly unbounded cost

DOI10.4064/AM-26-4-363-381MaRDI QIDQ4522976zbMATH OpenOpenAlexFDO

Authors Óscar Vega-Amaya

Publication date 7 January 2001

Published in Applicationes Mathematicae (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://eudml.org/doc/219246

Mathematics Subject Classification ID

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

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(14)

• Markov control processes with pathwise constraints
• LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Sample-path average optimality for Markov control processes
• Sample path optimality for a Markov optimization problem
• Variance-minimization of Markov control processes with pathwise constraints
• On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
• Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
• On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
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