Another set of conditions for average optimality in Markov control processes

DOI10.1016/0167-6911(93)E0158-DMaRDI QIDQ673864zbMATH OpenOpenAlexWikidataFDO

Authors Linn I. Sennott

Publication date 28 February 1997

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(93)e0158-d

zbMATH Keywords

Average cost criterionControl of packet communication systemsControlled Markov chainsOptimal stationary policiesStochastic dynamic programming

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3906232 (Why is no real title available?)
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• scientific article; zbMATH DE number 729193 (Why is no real title available?)
• A new condition for the existence of optimal stationary policies in average cost Markov decision processes
• A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs
• An Example in Denumerable Decision Processes
• Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
• Average Optimality in Dynamic Programming with General State Space
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• Comparing recent assumptions for the existence of average optimal stationary policies
• Criteria for classifying general Markov chains
• Discounted and average Markov decision processes with unbounded rewards: New conditions
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Optimal Stationary Policies in General State Space Markov Decision Chains with Finite Action Sets
• Weak conditions for average optimality in Markov control processes

Cited in

(8)

• Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
• The average cost of Markov chains subject to total variation distance uncertainty
• The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces
• The convergence of value iteration in average cost Markov decision chains
• Application of average dynamic programming to inventory systems
• On computing average cost optimal policies with application to routing to parallel queues
• Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
• A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs

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