STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS*
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Publication:2710472
DOI10.1081/SAP-100001186zbMath0968.93082OpenAlexW2034323937MaRDI QIDQ2710472
Peng Shi, Xianping Guo, Wei-Ping Zhu
Publication date: 2 September 2001
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-100001186
optimality equationsunbounded rewardsnon-homogeneous controlled Markov chain with denumerable state spacestrong average \(epsilon\)-optimal policystrong average criterion
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