Average cost Markov control processes with weighted norms: value iteration

DOI10.4064/am-23-2-219-237zbMath0829.93068OpenAlexW787785457MaRDI QIDQ4848289

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/219127

zbMATH Keywords

convergencevalue iterationMarkov control processesaverage cost optimality

Mathematics Subject Classification ID

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

Related Items (16)

On the optimality equation for average cost Markov control processes with Feller transition probabilities ⋮ Bayesian estimation of the mean holding time in average semi-Markov control processes ⋮ Unnamed Item ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ Redundant data transmission in control/estimation over lossy networks ⋮ Robustness inequality for Markov control processes with unbounded costs ⋮ ``Super-overtaking optimal policies for Markov control processes ⋮ Empirical estimation in average Markov control processes ⋮ Semi-Markov control processes with unknown holding times distribution under an average cost criterion ⋮ Weakly coupled event triggered output feedback system in wireless networked control systems ⋮ Asymptotic Normality of Discrete-Time Markov Control Processes ⋮ Another set of conditions for Markov decision processes with average sample-path costs ⋮ Discounted cost optimality problem: Stability with respect to weak metrics ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item

This page was built for publication: Average cost Markov control processes with weighted norms: value iteration