Limiting average cost control problems in a class of discrete-time stochastic systems

DOI10.4064/AM28-1-8zbMath1016.93073OpenAlexW2070353428MaRDI QIDQ4548936

Onésimo Hernández-Lerma, Nadine Hilgert

Publication date: 27 August 2002

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am28-1-8

zbMATH Keywords

optimal policiesunbounded costsdiscounted costdiscrete-time stochastic systemsexistence of stationary policieslong-run average cost criterianonhomogeneous Markov control processes

Mathematics Subject Classification ID

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

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