Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
type: Item
instance of: scholarly article
title: Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
zbMATH Open document ID: 0771.90098
DOI: 10.1016/0167-6911(91)90069-Q
published in: Systems \& Control Letters
publication date: 1992-09-26T00:00:00Z
review text: The author considers a discrete-time Markovian decision process with Borel state space, Borel action space, and unbounded rewards. He proves the existence of an average-optimal policy within a setting allowing the sets of admissible actions to be noncompact.
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 55364
zbMATH Keywords: discrete-time Markovian decision process
zbMATH Keywords: Borel state space
zbMATH Keywords: Borel action space
zbMATH Keywords: unbounded rewards
zbMATH Keywords: average-optimal policy
author: Onésimo Hernández-Lerma
reviewed by: Karl-Heinz Waldmann
MaRDI profile type: Publication
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full work available at URL: 0167-6911(91)90069-q
OpenAlex ID: W2038591787
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description: scientific article; zbMATH DE number 55364