Average cost optimal policies for Markov control processes with Borel state space and unbounded costs

Author:

Hernández-Lerma Onésimo,Lasserre Jean B.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference25 articles.

1. Dynamic Programming: Deterministic and Stochastic Models;Bertsekas,1987

2. Stochastic Optimal Control: The Discrete-Time Case;Bertsekas,1978

3. Controlled semi-Markov models - The discounted case;Bhattacharya;J. Statist. Plann. Inference,1989

4. Controlled semi-markov models under long-run average rewards;Bhattacharya;J. Statist. Plann. Inference,1989

5. Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs;Cavazos-Cadena;Kybernetika (Prague),1989

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4. Average optimal stationary policies: convexity and convergence conditions in linear stochastic control systems;Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference;2009-12

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