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
On Markov measure-valued processes in a finite space
β Scribed by E. V. Ostapenko
- Publisher
- Springer
- Year
- 2008
- Tongue
- English
- Weight
- 93 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0041-5995
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