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Policy Iteration for Average Cost Markov Control Processes on Borel Spaces

✍ Scribed by Onésimo Hernández-Lerma; Jean B. Lasserre

Book ID
110229161
Publisher
Springer Netherlands
Year
1997
Tongue
English
Weight
284 KB
Volume
47
Category
Article
ISSN
0167-8019

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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