Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs

DOI10.1023/A:1024996308133zbMath1049.93089OpenAlexW196840583MaRDI QIDQ1408677

Nadine Hilgert, Onésimo Hernández-Lerma

Publication date: 25 September 2003

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024996308133

zbMATH Keywords

average costbias optimalityMarkov control processesdiscount-sensitive criteria

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (11)

Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes ⋮ Blackwell Optimality for Controlled Diffusion Processes ⋮ Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes ⋮ Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes ⋮ Sample-path optimality and variance-maximization for Markov decision processes ⋮ Constrained Markov decision processes in Borel spaces: from discounted to average optimality ⋮ Asymptotic Normality of Discrete-Time Markov Control Processes ⋮ Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games

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