Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
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Publication:4874952
DOI10.1137/S0363012993245306zbMath0853.93106OpenAlexW2012263782MaRDI QIDQ4874952
Onésimo Hernández-Lerma, Jean-Bernard Lasserre
Publication date: 11 June 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012993245306
gapdualitylinear programaverage-cost Markov control processnon-compact constraint setstochastic kernel on Borel state spacevanishing discounted approach
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