Constrained Average Cost Markov Control Processes in Borel Spaces

DOI10.1137/S0363012999361627zbMath1049.90116OpenAlexW1971879416MaRDI QIDQ4442991

Onésimo Hernández-Lerma, Juan González-Hernández, Raquiel R. López-Martínez

Publication date: 8 January 2004

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

Full work available at URL: https://doi.org/10.1137/s0363012999361627

zbMATH Keywords

average costdiscounted costconstrained Markov control processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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