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

DOI10.4064/AM28-1-8MaRDI QIDQ4548936zbMATH OpenOpenAlexFDO

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

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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Cited in

(12)

• Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
• LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
• Average cost per unit time control of stochastic manufacturing systems: Revisited
• Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs
• A survey of average cost problems in deterministic discrete-time control systems
• Average-cost control of stochastic manufacturing systems.
• Limiting average cost adaptive control problem for time-varying stochastic systems
• Cumulant Control Systems: The Cost-Variance, Discrete-Time Case
• scientific article; zbMATH DE number 3859003 (Why is no real title available?)
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• Stationary policies for lower bounds on the minimum average cost of discrete-time nonlinear control systems
• On strategic measures and optimality properties in discrete-time stochastic control with universally measurable policies

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