| Title:
|
Necessary and sufficient optimality conditions for average reward of controlled Markov chains (English) |
| Author:
|
Sladký, Karel |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
9 |
| Issue:
|
2 |
| Year:
|
1973 |
| Pages:
|
(124)-137 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60J10 |
| MSC:
|
60K05 |
| MSC:
|
90C40 |
| idZBL:
|
Zbl 0254.60062 |
| idMR:
|
MR0363495 |
| . |
| Date available:
|
2009-09-24T16:31:35Z |
| Last updated:
|
2012-06-04 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125325 |
| . |
| Reference:
|
[1] Howard R. A.: Dynamic Programming and Markov Processes.M.I.T. and Wiley Press, New York 1960. Zbl 0091.16001, MR 0118514 |
| Reference:
|
[2] Denardo E. V., Miller B. L.: An Optimality Condition for Discrete Dynamic Programming with No Discounting.Annals Mathem. Statistics 39 (1968), 4, 1220-1227. Zbl 0167.18402, MR 0232593 |
| Reference:
|
[3] Lippman S. A.: On the Set of Optimal Policies in Discrete Dynamic Programming.Journal Mathem. Analysis Applic. 24 (1968), 2, 440-445. Zbl 0194.20602, MR 0231615 |
| Reference:
|
[4] Mandl P.: Controlled Markov Chains.(in Czech). Kybernetika 6 (1969), Supplement, 1-74. MR 0434456 |
| Reference:
|
[5] Mandl P.: On the Variance in Controlled Markov Chains.Kybernetika 7, (1971), 1, 1-12. Zbl 0215.25902, MR 0286178 |
| Reference:
|
[6] Veinott A. F.: On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting.Annals Mathem. Statistics 37 (1966), 5, 1284-1294. Zbl 0149.16301, MR 0208992 |
| . |
