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

DOI10.4064/AM-26-4-363-381zbMATH Open1050.93523OpenAlexW2616013891MaRDI QIDQ4522976FDOQ4522976

Authors: 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

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Mathematics Subject Classification ID

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

Cited In (14)

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• Sample path optimality for a Markov optimization problem
• 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 average optimality for Markov control processes
• Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
• On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
• Title not available (Why is that?)
• Variance-minimization of Markov control processes with pathwise constraints
• Another set of conditions for Markov decision processes with average sample-path costs
• Growth Optimal Investment with Transaction Costs
• Markov control processes with pathwise constraints
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
• On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs

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