- Tytuł:
- Average cost Markov control processes with weighted norms: existence of canonical policies
- Autorzy:
-
Gordienko, Evgueni
Hernández-Lerma, Onésimo - Powiązania:
- https://bibliotekanauki.pl/articles/1340317.pdf
- Data publikacji:
- 1995
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
discounted cost
average cost optimality equation
long run average cost
(discrete-time) Markov control processes
average cost optimality inequality
weighted norms - Opis:
- This paper considers discrete-time Markov control processes on Borel spaces, with possibly unbounded costs, and the long run average cost (AC) criterion. Under appropriate hypotheses on weighted norms for the cost function and the transition law, the existence of solutions to the average cost optimality inequality and the average cost optimality equation are shown, which in turn yield the existence of AC-optimal and AC-canonical policies respectively.
- Źródło:
-
Applicationes Mathematicae; 1995-1996, 23, 2; 199-218
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł