Limiting optimal discounted-cost control of a class of time-varying stochastic systems
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Publication:1575297
DOI10.1016/S0167-6911(99)00121-8zbMath0977.93084OpenAlexW1974815069MaRDI QIDQ1575297
Onésimo Hernández-Lerma, Nadine Hilgert
Publication date: 21 August 2000
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(99)00121-8
time-varying systemsdiscounted cost criteriondiscrete-time stochastic systemslimiting systemexistence of an optimal policynon-homogeneous Markov control processesapproximation of control models
Related Items (2)
Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria ⋮ Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs
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