Phase Transitions for Controlled Markov Chains on Infinite Graphs

DOI10.1137/140998202zbMath1337.60173OpenAlexW2289462180MaRDI QIDQ2796102

Naoyuki Ichihara

Publication date: 23 March 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140998202

zbMATH Keywords

stochastic optimal controlphase transitionslong-run average costoptimality equationcontrolled Markov chainsdiscrete homopolymers

Mathematics Subject Classification ID

Statistical mechanics of polymers (82D60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Probabilistic potential theory (60J45) Markov and semi-Markov decision processes (90C40) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Convergence of value functions for finite horizon Markov decision processes with constraints

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