Value iteration in average cost Markov control processes on Borel spaces

Author:

Montes-de-Oca Ra�l,Hern�ndez-Lerma On�simo

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference42 articles.

1. Arapostathis, A., Borkar, V., Fernández-Gaucherand, E., Ghosh, M. K., and Marcus, S. I.: Controlled Markov processes with an average cost criterion: a survey,SIAM J. Control Optim. 31 (1993), 282?344.

2. Ash, R. B.:Real Analysis and Probability, Academic Press, New York, 1972.

3. Bertsekas, D. P.:Dynamic Programming: Deterministic and Stochastic Models, Prentice-Hall, Englewood Cliffs, N.J., 1987.

4. Diebolt, J. and Guégan, D.: Probabilistic properties of the general nonlinear Markovian process of order one and applications to time series modelling, Rapport Technique No. 125, Laboratoire de Statistique Théorique et Appliquée, CNRS-URA 1321, Université Paris VI, 1990.

5. Dugundji, J.:Topology, Allyn and Bacon, Boston, 1966.

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