Sample path average optimality of Markov control processes with strictly unbounded cost
نویسندگان
چکیده
منابع مشابه
O. V E G a -a M a Y a (sonora) Sample Path Average Optimality of Markov Control Processes with Strictly Unbounded Cost
We study the existence of sample path average cost (SPAC-) optimal policies for Markov control processes on Borel spaces with strictly unbounded costs, i.e., costs that grow without bound on the complement of compact subsets. Assuming only that the cost function is lower semicontinuous and that the transition law is weakly continuous, we show the existence of a relaxed policy with “minimal” exp...
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We consider discrete-time nonlinear controlled stochastic systems, modeled by controlled Makov chains with denumerable state space and compact action space. The corresponding stochastic control problem of maximizing average rewards in the long-run is studied. Departing from the most common position which uses expected values of rewards, we focus on a sample path analysis of the stream of states...
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 1999
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-26-4-363-381