Sample-path average optimality for Markov control processes

DOI10.1109/9.793787MaRDI QIDQ4506921zbMATH OpenOpenAlexFDO

Authors Jean B. Lasserre

Publication date 17 October 2000

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.793787

zbMATH Keywords

Markov control processsample-path average cost criterion

Mathematics Subject Classification ID

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

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Cited in

(14)

• Sample path optimality for a Markov optimization problem
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
• Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
• On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
• Average control of Markov decision processes with Feller transition probabilities and general action spaces
• A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion
• Another set of conditions for Markov decision processes with average sample-path costs
• Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
• Sample path average optimality of Markov control processes with strictly unbounded cost
• Growth Optimal Investment with Transaction Costs
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
• On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
• Sample-path optimality in average Markov decision chains under a double Lyapunov function condition

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