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

DOI10.4064/am-23-2-199-218zbMath0829.93067MaRDI QIDQ4848288

Onésimo Hernández-Lerma, Evgueni I. 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

zbMATH Keywords

discrete; Markov control processes; average cost (in-)equality; average optimal cost

Mathematics Subject Classification ID

93E20: Optimal stochastic control

90C40: Markov and semi-Markov decision processes

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