Optimal switching problem for countable Markov chains: Average reward criterion

DOI10.1007/s001860000102zbMath1019.60036OpenAlexW2027445634MaRDI QIDQ1396952

Alexander A. Yushkevich

Publication date: 15 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860000102

zbMATH Keywords

stopping timesaverage criterionalternating costs and rewardspositive recurrent chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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