| Title:
|
Solution to the optimality equation in a class of Markov decision chains with the average cost criterion (English) |
| Author:
|
Cavazos-Cadena, Rolando |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
27 |
| Issue:
|
1 |
| Year:
|
1991 |
| Pages:
|
23-37 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60J05 |
| MSC:
|
90C40 |
| idZBL:
|
Zbl 0734.90112 |
| idMR:
|
MR1099512 |
| . |
| Date available:
|
2009-09-24T18:22:50Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125657 |
| . |
| Reference:
|
[1] R. B. Ash: Real Analysis and Probability.Academic Press, New York 1972. MR 0435320 |
| Reference:
|
[2] J. S. Baras D.-J. Ma, A. M. Makowski: K competing queues with geometric service requirements and linear costs: The fie rule is always optimal.Systems Control Lett. 6(1985), 3, 173-180. MR 0801867 |
| Reference:
|
[3] P. Biliingsley: Convergence of Probability Measures.Wiley, New York 1968. MR 0233396 |
| Reference:
|
[4] V. S. Borkar: On minimum cost per unit of time control of Markov chains.SIAM J. Control Optim. 22 (1984), 6, 965-978. MR 0762632 |
| Reference:
|
[5] R. Cavazos-Cadena: Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs.Kybernetika 25 (1989), 3, 145- 156. Zbl 0673.90092, MR 1010178 |
| Reference:
|
[6] R. Cavazos-Cadena, L. I. Sennott: Comparing recent assumptions for the existence of average optimal stationary policies (submitted for publication). |
| Reference:
|
[7] K. Hinderer: Foundations of Non-Stationary Dynamic Programming with Discrete Time Parameter.Springer-Verlag, Berlin-Heidelberg-New York 1970. Zbl 0202.18401, MR 0267890 |
| Reference:
|
[8] M. Loeve: Probability Theory I.Springer-Verlag, New York-Berlin -Heidelberg 1977. Zbl 0359.60001, MR 0651017 |
| Reference:
|
[9] J. Munkres: Topology, a First Course.Prentice-Hall, Englewood Cliffs, New Jersey 1975. Zbl 0306.54001, MR 0464128 |
| Reference:
|
[10] P. Nain, K. W. Ross: Optimal priority assignment with hard constraints.IEEE Trans. Automat. Control 5/(1986), 10, 883-888. MR 0855542 |
| Reference:
|
[11] S. M. Ross: Applied Probability Models with Optimization Applications.Holden-Day, San Francisco, California 1970. Zbl 0213.19101, MR 0264792 |
| Reference:
|
[12] L. I. Sennot: A new condition for the existence of optimal stationary policies in average cost Markov decision processes.Oper. Res. Lett. 5 (1986), 17 - 23. MR 0845763 |
| Reference:
|
[13] L. I. Sennot: A new condition for the existence of optimum stationary policies in average cost Markov decision processes - unbounded cost case.Proceedings of the 25th IEEE Conference on Decision and Control, Athens, Greece 1986, pp. 1719-1721. |
| Reference:
|
[14] L. C Thomas: Connectedness conditions for denumerable state Markov decision processes.In: Recent Developments in Markov Decision Processes (R. Hartley, L. C. Thomas and D. J. White, eds.), Academic Press, New York 1980, pp. 181 - 204. |
| . |
