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Constrained Average Cost Markov Control Processes in Borel Spaces

✍ Scribed by Hernández-Lerma, Onésimo; González-Hernández, Juan; López-Martínez, Raquiel R.

Book ID
118207366
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
254 KB
Volume
42
Category
Article
ISSN
0363-0129

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📜 SIMILAR VOLUMES

Value iteration in average cost Markov c
Value iteration in average cost Markov control processes on Borel spaces
✍ Raúl Montes-de-Oca; Onésimo Hernández-Lerma 📂 Article 📅 1996 🏛 Springer Netherlands 🌐 English ⚖ 872 KB

This paper deals with discrete-time Markov control processes with Borel state and control spaces, with possibly unbounded costs and noncompact control constraint sets, and the average cost criterion. Conditions are given for the convergence of the value iteration algorithm to the optimal average cos