Denumerable controlled Markov chains with average reward criterion: Sample path optimality

DOI10.1007/BF01415067MaRDI QIDQ4698121zbMATH OpenFDO

Authors Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand

Publication date 25 June 1995

Published in ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research (Search for Journal in Brave)

zbMATH Keywords

Lyapunov function conditioncontrolled Markov chainsdenumerable state spacecompact action spaceaverage rewardssample path optimalitydiscrete-time nonlinear controlled stochastic systems

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Recommendations

• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Sample path optimality for a Markov optimization problem
• Sample-path average optimality for Markov control processes
• Sample-path optimality in average Markov decision chains under a double Lyapunov function condition
• A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion

Cites work

• scientific article; zbMATH DE number 3906232 (Why is no real title available?)
• scientific article; zbMATH DE number 4061056 (Why is no real title available?)
• scientific article; zbMATH DE number 49674 (Why is no real title available?)
• scientific article; zbMATH DE number 3607286 (Why is no real title available?)
• scientific article; zbMATH DE number 3445938 (Why is no real title available?)
• scientific article; zbMATH DE number 910006 (Why is no real title available?)
• scientific article; zbMATH DE number 3320878 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• A survey of Markov decision models for control of networks of queues
• Adaptive Markov control processes
• Control and optimization methods in communication network problems
• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Equivalence of Lyapunov stability criteria in a class of Markov decision processes
• Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state
• On a Class of Strategies in General Markov Decision Models
• On optimality criteria for dynamic programs with long finite horizons
• On strong average optimality of Markov decision processes with unbounded costs
• On the Stochastic Matrices Associated with Certain Queuing Processes
• Recent results on conditions for the existence of average optimal stationary policies
• Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes

Cited in

(4)

• Sample-path optimality in average Markov decision chains under a double Lyapunov function condition
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Another set of conditions for Markov decision processes with average sample-path costs
• A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion

This page was built for publication: Denumerable controlled Markov chains with average reward criterion: Sample path optimality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4698121)