Markov control process with the expected total cost criterion: Optimality, stability, and transient models

DOI10.1023/A:1006368714127zbMath0964.93086OpenAlexW1920513863MaRDI QIDQ1973302

Guadalupe Carrasco, Rubén Pérez-Hernández, Onésimo Hernández-Lerma

Publication date: 29 August 2000

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

Full work available at URL: https://doi.org/10.1023/a:1006368714127

zbMATH Keywords

dynamic programmingLagrange stabilitypolicy iterationstability with probability oneexpected total costdiscrete-time Markov control processestransient control models

Mathematics Subject Classification ID

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

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