Continuous time control of Markov processes on an arbitrary state space: Average return criterion

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Nonparametric Adaptive Control for Discrete - Time Markov Processes with Unbounded Costs under Average Criterion

We introduce average cost optimal adaptive policies in a class of discrete-time Markov control processes with Borel state and action spaces, allowing unbounded costs. The processes evolve according to the system equations xt+1 = F (xt, at, ξt), t = 1, 2, . . . , with i.i.d. R -valued random vectors ξt, which are observable but whose density ̺ is unknown.

متن کامل

On Continuous Time Markov Games with Countable State Space

This paper is a continuation of our papers [61 and [71 and is concerned with a continuous time Markov game in which the state space is countable and the action spaces of player I and player n are compact metric spaces. In the game, the players continuously observe the state of the system and then choose actions. As a result, the reward is paid to player I from player n and the system moves to a...

متن کامل

Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion

In this paper, we give conditions for the existence of average optimal policies for continuous-time controlled Markov chains with a denumerable state–space and Borel action sets. The transition rates are allowed to be unbounded, and the reward/cost rates may have neither upper nor lower bounds. In the spirit of the “drift and monotonicity” conditions for continuous-time Markov processes, we pro...

متن کامل

OPTIMAL CONTROL OF AVERAGE REWARD MARKOV DECISION PROCESSES ' CONSTRAINED CONTINUOUS - TIME FINITE Eugene

The paper studies optimization of average-reward continuous-time finite state and action Markov Decision Processes with multiple criteria and constraints. Under the standard unichain assumption, we prove the existence of optimal K-switching strategies for feasible problems with K constraints. For switching randomized strategies, the decisions depend on the current state and the the time spent i...

متن کامل

On Markov Chains with Continuous State Space

In this expository paper, we p r o ve the following theorem, which m a y be of some use in studying Markov chain Monte Carlo methods like hit and run, the Metropolis algorithm, or the Gibbs sampler. Suppose a discrete-time Markov c hain is aperiodic, irreducible, and there is a stationary probability distribution. Then from almost all starting points the distribution of the chain at time n conv...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 1976

ISSN: 0304-4149

DOI: 10.1016/0304-4149(76)90026-0