Optimal control in light traffic Markov decision processes
β Scribed by Ger Koole; Olaf Passchier
- Publisher
- Springer
- Year
- 1997
- Tongue
- English
- Weight
- 623 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0340-9422
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π SIMILAR VOLUMES
Semi-Markov control processes with Borel state space and Feller transition probabilities are considered. The objective of the paper is to prove coincidence of two expected average costs: the time-average and the ratio-average for stationary policies. Moreover, the optimal stationary policy is the sa
In this paper we study the average cost optimization problem for discrete-time Markov control processes on Borel space with possibly un bounded costs. Under proper ergodicity assumptions we show the existence of stationary policies for which asymptotic (as N ~ oo) behavior of some functions of N-hor