Sample-path average optimality for Markov control processes

DOI10.1109/9.793787zbMath0956.93066OpenAlexW2130451454MaRDI QIDQ4506921

Jean-Bernard Lasserre

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.793787

zbMATH Keywords

Markov control processsample-path average cost criterion

Mathematics Subject Classification ID

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

Related Items (7)

On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs ⋮ Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion ⋮ Growth Optimal Investment with Transaction Costs ⋮ A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion ⋮ Another set of conditions for Markov decision processes with average sample-path costs ⋮ On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control

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