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Average cost Markov control processes with weighted norms: existence of canonical policies

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Gordienko E., Hernández-Lerma O.

Applicationes Mathematicae

1995-1996

tom 23

nr 2

199-218

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.

Ograniczanie wyników

1 Applicationes Mathematicae

1 Gordienko E.

1 Hernández-Lerma O.

1 1995

Wyniki wyszukiwania

Average cost Markov control processes with weighted norms: existence of canonical policies