Average cost Markov control processes with weighted norms: existence of canonical policies

DOI10.4064/AM-23-2-199-218zbMATH Open0829.93067OpenAlexW891486198MaRDI QIDQ4848288FDOQ4848288

Authors: Onésimo Hernández-Lerma, Evgueni Gordienko 

Publication date: 24 January 1996

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219126

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zbMATH Keywords

discreteMarkov control processesaverage cost (in-)equalityaverage optimal cost

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited In (24)

• ``Super-overtaking optimal policies for Markov control processes
• Bayesian estimation of the mean holding time in average semi-Markov control processes
• Average cost Markov control processes: Stability with respect to the Kantorovich metric
• A semimartingale characterization of average optimal stationary policies for Markov decision processes
• Characterizations of overtaking optimality for controlled diffusion processes
• Approximate dynamic programming for stochastic linear control problems on compact state spaces
• Estimates of stability of Markov control processes with unbounded costs.
• Average cost Markov control processes with weighted norms: value iteration
• Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
• Asymptotic normality of discrete-time Markov control processes
• Robustness inequality for Markov control processes with unbounded costs
• The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
• On the optimality equation for average cost Markov control processes with Feller transition probabilities
• Discrete-time average-cost mean-field games on Polish spaces
• Near optimality of quantized policies in stochastic control under weak continuity conditions
• Value iteration in average cost Markov control processes on Borel spaces
• Markov control processes with pathwise constraints
• Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
• Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
• Limiting optimal discounted-cost control of a class of time-varying stochastic systems
• Average optimality for Markov decision processes in borel spaces: a new condition and approach
• Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
• Another set of verifiable conditions for average Markov decision processes with Borel spaces.
• Empirical estimation in average Markov control processes

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