Étude asymptotique des systèmes markoviens à commande

DOI10.1051/M2AN/1967010500031MaRDI QIDQ5545157zbMATH OpenOpenAlexFDO

Authors Étienne Lanery

Publication date 1967

Published in Revue française d'informatique et de recherche opérationnelle (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/193090

zbMATH Keywords

operations research

Cited in

(8)

• Long-term average cost control problems for continuous time Markov processes: A survey
• Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs
• Spectral theorem for convex monotone homogeneous maps, and ergodic control
• An iterative method for approximating average cost optimal (s,S) inventory policies
• scientific article; zbMATH DE number 3711784 (Why is no real title available?)
• Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
• Nonstationary Markov decision problems with converging parameters
• Contraction mappings underlying undiscounted Markov decision problems

This page was built for publication: Étude asymptotique des systèmes markoviens à commande

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5545157)