A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion
DOI10.1007/S10957-013-0474-6zbMATH Open1302.90241OpenAlexW1999785104WikidataQ124799376 ScholiaQ124799376MaRDI QIDQ481787FDOQ481787
Authors: Rolando Cavazos-Cadena, Karel Sladký, Raúl Montes-de-Oca 
Publication date: 15 December 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0474-6
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Cites Work
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- Sample-path average optimality for Markov control processes
- Sample path optimality for a Markov optimization problem
- Sample-path optimality in average Markov decision chains under a double Lyapunov function condition
- Denumerable controlled Markov chains with average reward criterion: Sample path optimality
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Cited In (6)
- Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986)
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- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
- Counter examples for compact action markov decision chains with average reward criteria
- 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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