``Super-overtaking optimal policies for Markov control processes

DOI10.1016/S0167-6911(97)00009-1zbMath0901.93074MaRDI QIDQ1391345

Evgueni I. Gordienko

Publication date: 22 July 1998

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

zbMATH Keywords

stochastic optimal controlHarris recurrenceovertaking optimality(discrete-time) Markov control processesaverage cost optimality equation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cites Work

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• Measurable selection theorems for optimization problems
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• Blackwell Optimality in Borelian Continuous-in-Action Markov Decision Processes
• Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Blackwell optimal policies in a Markov decision process with a Borel state space
• Average cost Markov control processes with weighted norms: existence of canonical policies
• Average cost Markov control processes with weighted norms: value iteration

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