Denumerable controlled Markov chains with average reward criterion: Sample path optimality

DOI10.1007/BF01415067zbMath0835.90116MaRDI QIDQ4698121

Emmanuel Fernández-Gaucherand, Rolando Cavazos-Cadena

Publication date: 25 June 1995

Published in: [https://portal.mardi4nfdi.de/entity/Q4289815 ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research] (Search for Journal in Brave)

zbMATH Keywords

Lyapunov function conditioncontrolled Markov chainsdenumerable state spacecompact action spaceaverage rewardssample path optimalitydiscrete-time nonlinear controlled stochastic systems

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion ⋮ 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

Cites Work

• On optimality criteria for dynamic programs with long finite horizons
• Recent results on conditions for the existence of average optimal stationary policies
• Equivalence of Lyapunov stability criteria in a class of Markov decision processes
• Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state
• On strong average optimality of Markov decision processes with unbounded costs
• Adaptive Markov control processes
• A survey of Markov decision models for control of networks of queues
• Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes
• Control and optimization methods in communication network problems
• On a Class of Strategies in General Markov Decision Models
• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• On the Stochastic Matrices Associated with Certain Queuing Processes
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