Estimation and control in finite Markov decision processes with the average reward criterion

DOI10.4064/am31-2-1zbMath1080.90082OpenAlexW1974353297MaRDI QIDQ4829410

Rolando Cavazos-Cadena, Raúl Montes-De-oca

Publication date: 29 November 2004

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

Full work available at URL: https://doi.org/10.4064/am31-2-1

zbMATH Keywords

strong law of large numbersoptimality equationSchweitzer's transformationconvergence of non-stationary successive approximations

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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