Limiting average cost control problems in a class of discrete-time stochastic systems

DOI10.4064/AM28-1-8zbMATH Open1016.93073OpenAlexW2070353428MaRDI QIDQ4548936FDOQ4548936

Authors: Nadine Hilgert, Onésimo Hernández-Lerma 

Publication date: 27 August 2002

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

Full work available at URL: https://doi.org/10.4064/am28-1-8

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zbMATH Keywords

unbounded costsdiscounted costdiscrete-time stochastic systemsoptimal policiesexistence of stationary policieslong-run average cost criterianonhomogeneous Markov control processes

Mathematics Subject Classification ID

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

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• Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs
• Average cost per unit time control of stochastic manufacturing systems: Revisited
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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
• Limiting average cost adaptive control problem for time-varying stochastic systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• A survey of average cost problems in deterministic discrete-time control systems
• On strategic measures and optimality properties in discrete-time stochastic control with universally measurable policies
• Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
• Cumulant Control Systems: The Cost-Variance, Discrete-Time Case
• Stationary policies for lower bounds on the minimum average cost of discrete-time nonlinear control systems

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