scientific article; zbMATH DE number 729193
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Publication:4324881
zbMath0812.93077MaRDI QIDQ4324881
Raúl Montes-De-oca, Onésimo Hernández-Lerma
Publication date: 30 March 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic dynamic programmingaverage costMarkov control processesstationary optimal policiesvanishing discount factor
Continuous-time Markov processes on general state spaces (60J25) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Related Items (8)
Value iteration in average cost Markov control processes on Borel spaces ⋮ Average control of Markov decision processes with Feller transition probabilities and general action spaces ⋮ A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs ⋮ Another set of conditions for average optimality in Markov control processes ⋮ The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces ⋮ On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities ⋮ The average cost optimality equation for Markov control processes on Borel spaces ⋮ Weak conditions for average optimality in Markov control processes
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