Asymptotic Behavior of the Value Functions of Discrete-Time Discounted Optimal Control
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1023/A:1017503815092.pdf
Reference21 articles.
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2. Yushkevich, A. A., Strong 0-Discount Optimal Policies in a Markov Decision Process with Borel State Space, ZOR-Mathematical Methods of Operations Research, Vol. 42, pp. 93-108, 1995.
3. Yushkevich, A. A., A Note on Asymptotics of Discounted Value Functions and Strong 0-Discount Optimality, Mathematical Methods of Operations Research, Vol. 44, pp. 223-231, 1996.
4. Cavazos-Cadena, R., A Note on the Convergence Rate of the Value Iteration Scheme in Controlled Markov Chains, Systems and Control Letters, Vol. 33, pp. 221-230, 1998.
5. Cavazos-Cadena, R., and Fernandez-Gaucherand, E., Denumerable Controlled Markov Chains with Strong Average Optimality Criterion: Bounded and Unbounded Costs, ZOR-Mathematical Methods of Operations Research, Vol. 43, pp. 281-300, 1996.
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