Average optimal switching of a Markov chain with a Borel state space

DOI10.1007/S001860200178zbMath1031.90065OpenAlexW2155753498MaRDI QIDQ1397046

Evgueni I. Gordienko, Alexander A. Yushkevich

Publication date: 16 July 2003

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

Full work available at URL: https://doi.org/10.1007/s001860200178

zbMATH Keywords

stopping timesaverage rewardalternating rewards and costsPositive Harris recurrent chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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