Average control of Markov decision processes with Feller transition probabilities and general action spaces

Author:

Costa O.L.V.,Dufour F.

Funder

CNPq

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference27 articles.

1. Discrete-time controlled Markov processes with average cost criterion: a survey;Arapostathis;SIAM J. Control Optim.,1993

2. Average optimality for Markov decision processes in Borel spaces: a new condition and approach;Guo;J. Appl. Probab.,2006

3. Existence of average optimal policies in Markov control processes with strictly unbounded costs;Hernández-Lerma;Kybernetika (Prague),1993

4. Average cost optimal policies for Markov control processes with Borel state space and unbounded costs;Hernández-Lerma;Systems Control Lett.,1990

5. Recurrence conditions for Markov decision processes with Borel state space: a survey;Hernández-Lerma;Ann. Oper. Res.,1991

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