Sample path optimality for a Markov optimization problem

Author:

Hunt F.Y.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference15 articles.

1. Constrained Markov Decision Processes;Altman,1999

2. Markov decision problems and state-action frequencies;Altman;SIAM J. Control Optim.,1991

3. On asymptotic optimality in probability and almost surely in dynamic control;Asriev;Stochastics Stochastic Rep.,1990

4. Markov Chains, Gibbs Fields, Monte Carlo Simulation and Queues, Springer Texts in Applied Mathematics;Bremaud,1999

5. T. Belkina, V. Rotar, On optimality in probability and almost surely for controlled stochastic processes with a communication property, preprint available at http://www-rohan.sdsu.edu/~rotar/index.html, 2002.

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