Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains

DOI10.1007/978-3-030-56678-4zbMath1492.93003OpenAlexW3086235453MaRDI QIDQ5005929

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Publication date: 11 August 2021

Published in: SpringerBriefs in Electrical and Computer Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-56678-4

zbMATH Keywords

optimality conditionsaverage costbias optimalityBlackwell optimalitytime-inhomogeneous Markov chainscontrolled Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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