The Computation of Average Optimal Policies in Denumerable State Markov Decision Chains

DOI10.2307/1427863zbMath0872.93081OpenAlexW2314068453MaRDI QIDQ4339343

Linn I. Sennott

Publication date: 13 October 1997

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427863

zbMATH Keywords

truncationcomputational methodsdiscrete time Markov decision processesaverage cost control problem

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

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