A pause control approach to the value iteration scheme in average Markov decision processes

DOI10.1016/S0167-6911(97)00096-0zbMath0902.93069OpenAlexW2069182906MaRDI QIDQ1128694

Rolando Cavazos-Cadena

Publication date: 13 August 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-6911(97)00096-0

zbMATH Keywords

long-run average cost criterionLyapunov function conditionvalue iteration schemecontrolled Markov chainsartificial actionconvergent approximations to the solution of the optimality equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items

Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

Cites Work

• Value iteration in countable state average cost Markov decision processes with unbounded costs
• Equivalence of Lyapunov stability criteria in a class of Markov decision processes
• Value iteration and rolling plans for Markov control processes with unbounded rewards
• Adaptive Markov control processes
• Value iteration in average cost Markov control processes on Borel spaces
• Iterative solution of the functional equations of undiscounted Markov renewal programming
• Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence
• Value Iteration in a Class of Communicating Markov Decision Chains with the Average Cost Criterion
• The asymptotic behaviour of the minimal total expected cost for the denumerable state Markov decision model
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item