Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria

DOI10.1007/BF01415579zbMath0809.90128MaRDI QIDQ4296292

Mrinal K. Ghosh, Emmanuel Fernández-Gaucherand, Steven I. Marcus

Publication date: 19 June 1994

Published in: [https://portal.mardi4nfdi.de/entity/Q3199221 ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)

zbMATH Keywords

countable statesinfinite planning horizoncontrolled Markov processescompact control spacesweighted and overtaking cost criteria

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

Denumerable controlled Markov chains with average reward criterion: Sample path optimality ⋮ Weighted discounted Markov decision processes with perturbation ⋮ Constrained denumerable state non-stationary MDPs with expected total reward criterion

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