AVERAGE OPTIMALITY IN DYNAMIC-PROGRAMMING ON BOREL SPACES - UNBOUNDED COSTS AND CONTROLS

被引：19

作者：

HERNANDEZLERMA, O ^{[1
]}

机构：

[1] INST POLITECN NACL,CINVESTAV,DEPT MATEMAT,MEXICO CITY 07000,DF,MEXICO

来源：

SYSTEMS & CONTROL LETTERS | 1991年 / 17卷 / 03期

关键词：

(DISCRETE-TIME) MARKOV CONTROL PROCESSES; STOCHASTIC DYNAMIC PROGRAMMING; AVERAGE COST; DISCOUNTED COST; STATIONARY OPTIMAL POLICIES;

D O I：

10.1016/0167-6911(91)90069-Q

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We show the existence of average-cost optimal stationary policies in a class of discrete-time Markov control processes with Borel state space, unbounded costs, and noncompact control sets.

引用

页码：237 / 242

页数：6

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HERNANDEZLERMA, O ;

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SYSTEMS & CONTROL LETTERS, 1990, 15 (04) :349-356

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