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Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence - MaRDI portal

Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence (Q3122864)

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Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence
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    Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence (English)
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    5 March 1997
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    Lyapunov condition
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    necessary and sufficient optimality conditions
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    controlled Markov chain
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    average cost
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