Deterministic optimal policies for Markov control processes with pathwise constraints

DOI10.4064/am39-2-6zbMath1242.93145OpenAlexW2154329507MaRDI QIDQ2880814

Armando Felipe Mendoza-Pérez, Onésimo Hernández-Lerma

Publication date: 17 April 2012

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am39-2-6

zbMATH Keywords

constrained control problems(discrete-time) Markov control processesaverage reward criteriapathwise average reward

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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