The Computation of Average Optimal Policies in Denumerable State Markov Decision Chains

DOI10.2307/1427863MaRDI QIDQ4339343zbMATH OpenOpenAlexFDO

Authors Linn I. Sennott

Publication date 13 October 1997

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427863

zbMATH Keywords

average cost control problemcomputational methodsdiscrete time Markov decision processestruncation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queues and service in operations research (90B22) Optimal stochastic control (93E20)

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