𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal Control of Stationary Markov Processes

✍ Scribed by Richard Morton


Book ID
124193444
Publisher
Applied Probability Trust
Year
1973
Tongue
English
Weight
196 KB
Volume
5
Category
Article
ISSN
0001-8678

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


β€œSuper-overtaking” optimal policies for
✍ Evgueni Gordienko πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 386 KB

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