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

DOI10.4064/am-26-4-363-381zbMath1050.93523OpenAlexW2616013891MaRDI QIDQ4522976

Óscar Vega-Amaya

Publication date: 7 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

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

Mathematics Subject Classification ID

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

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LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems ⋮ On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs ⋮ Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion ⋮ Growth Optimal Investment with Transaction Costs ⋮ Markov control processes with pathwise constraints ⋮ Another set of conditions for Markov decision processes with average sample-path costs ⋮ On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control ⋮ Variance-minimization of Markov control processes with pathwise constraints

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