Occupation measures for controlled Markov processes: Characterization and optimality
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Publication:2565367
DOI10.1214/aop/1065725192zbMath0863.93086OpenAlexW1481789702MaRDI QIDQ2565367
Vivek S. Borkar, Abhay G. Bhatt
Publication date: 3 June 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1065725192
convex optimizationoptimal controlsdiscounted costergodic costcontrolled Markov processesdual convex optimization
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