Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality

DOI10.1287/moor.19.4.955zbMath0821.90135OpenAlexW2074099404MaRDI QIDQ4698108

Ofer Zeitouni, Eitan Altman

Publication date: 27 September 1995

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/21ae8e8ac1a2685c1d0672384d6d2fcdbc451a95

zbMATH Keywords

rate of convergencerecurrence conditionscontrolled Markov chains

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

How fast do equilibrium payoff sets converge in repeated games? ⋮ Simulation-based optimization of Markov decision processes: an empirical process theory approach ⋮ Fast convergence to state-action frequency polytopes for MDPs

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