Value iteration in average cost Markov control processes on Borel spaces

Related Items

Approximate dynamic programming for stochastic linear control problems on compact state spaces ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ A pause control approach to the value iteration scheme in average Markov decision processes ⋮ Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion ⋮ Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control

Cites Work

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Value iteration in countable state average cost Markov decision processes with unbounded costs
Discretization procedures for adaptive Markov control processes
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Average cost Markov decision processes: Optimality conditions
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Measurable selection theorems for optimization problems
Value iteration and rolling plans for Markov control processes with unbounded rewards
The average cost optimality equation for Markov control processes on Borel spaces
Adaptive Markov control processes
Invariant probabilities for Feller-Markov chains
Dynamic programming, Markov chains, and the method of successive approximations
Recurrence conditions for Markov decision processes with Borel state space: A survey
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On a Class of Strategies in General Markov Decision Models
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Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces—Unbounded Costs
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
Average Optimality in Dynamic Programming with General State Space
Average cost Markov control processes with weighted norms: existence of canonical policies