Weak conditions for average optimality in Markov control processes

DOI10.1016/0167-6911(94)90060-4zbMath0804.49018OpenAlexW2180574977MaRDI QIDQ1324511

Onésimo Hernández-Lerma, Jean-Bernard Lasserre

Publication date: 16 January 1995

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

Full work available at URL: https://doi.org/10.1016/0167-6911(94)90060-4

zbMATH Keywords

Markov control processesaverage cost optimal policies

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (3)

A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs ⋮ Another set of conditions for average optimality in Markov control processes ⋮ On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs

Cites Work

• Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
• Adaptive Markov control processes
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• On Linear Programming in a Markov Decision Problem
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