Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
From MaRDI portal
Publication:2276925
DOI10.1016/0167-6911(90)90108-7zbMath0723.93080OpenAlexW2078228257MaRDI QIDQ2276925
Onésimo Hernández-Lerma, Jean-Bernard Lasserre
Publication date: 1990
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(90)90108-7
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
Related Items (14)
On the optimality equation for average cost Markov control processes with Feller transition probabilities ⋮ Approximate dynamic programming for stochastic linear control problems on compact state spaces ⋮ On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes ⋮ Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria ⋮ Average control of Markov decision processes with Feller transition probabilities and general action spaces ⋮ A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs ⋮ Another set of conditions for average optimality in Markov control processes ⋮ Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Application of average dynamic programming to inventory systems ⋮ The average cost optimality equation for Markov control processes on Borel spaces ⋮ Weak conditions for average optimality in Markov control processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new condition for the existence of optimal stationary policies in average cost Markov decision processes
- Controlled semi-Markov models - the discounted case
- Stochastic optimal control. The discrete time case
- A counterexample on the optimality equation in Markov decision chains with the average cost criterion
- Comparing recent assumptions for the existence of average optimal stationary policies
- Value iteration and rolling plans for Markov control processes with unbounded rewards
- Adaptive Markov control processes
- Controlled semi-Markov models under long-run average rewards
- A counterexample in discounted dynamic programming
- Recurrence conditions for Markov decision processes with Borel state space: A survey
- Arbitrary state semi-Markov decision processes
- Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
- The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin
- Semi-Markov decision processes with a reachable state-subset
- Optimal Stationary Policies in General State Space Markov Decision Chains with Finite Action Sets
- On Dynamic Programming with Unbounded Rewards
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Optimal Plans for Dynamic Programming Problems
- Stationary Markovian Decision Problems and Perturbation Theory of Quasi-Compact Linear Operators
This page was built for publication: Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
