- Tytuł:
- Average cost Markov control processes with weighted norms: value iteration
- Autorzy:
-
Gordienko, Evgueni
Hernández-Lerma, Onésimo - Powiązania:
- https://bibliotekanauki.pl/articles/1340319.pdf
- Data publikacji:
- 1995
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
average cost optimality equation
strong average optimality
(discrete-time) Markov control processes
long-run average cost
weighted norms - Opis:
- This paper shows the convergence of the value iteration (or successive approximations) algorithm for average cost (AC) Markov control processes on Borel spaces, with possibly unbounded cost, under appropriate hypotheses on weighted norms for the cost function and the transition law. It is also shown that the aforementioned convergence implies strong forms of AC-optimality and the existence of forecast horizons.
- Źródło:
-
Applicationes Mathematicae; 1995-1996, 23, 2; 219-237
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł