Denumerable controlled Markov chains with average reward criterion: Sample path optimality
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Publication:4698121
DOI10.1007/BF01415067zbMath0835.90116MaRDI QIDQ4698121
Emmanuel Fernández-Gaucherand, Rolando Cavazos-Cadena
Publication date: 25 June 1995
Published in: [https://portal.mardi4nfdi.de/entity/Q4289815 ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research] (Search for Journal in Brave)
Lyapunov function conditioncontrolled Markov chainsdenumerable state spacecompact action spaceaverage rewardssample path optimalitydiscrete-time nonlinear controlled stochastic systems
Related Items (3)
Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion ⋮ A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion ⋮ Another set of conditions for Markov decision processes with average sample-path costs
Cites Work
- On optimality criteria for dynamic programs with long finite horizons
- Recent results on conditions for the existence of average optimal stationary policies
- 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 strong average optimality of Markov decision processes with unbounded costs
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- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- On the Stochastic Matrices Associated with Certain Queuing Processes
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