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)

Full work available at URL https://doi.org/10.1007/BF01415067

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)

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Cited in

(4)

• 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
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Sample-path optimality in average Markov decision chains under a double Lyapunov function condition

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