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Volumn 19, Issue 1, 1996, Pages 11-16

The convergence of value iteration in average cost Markov decision chains

Author keywords

Average cost Markov decision process; Stochastic dynamic programming; Value iteration

Indexed keywords


EID: 0009245727     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6377(96)00018-1     Document Type: Article
Times cited : (15)

References (14)
  • 2
  • 3
    • 0021520222 scopus 로고
    • On minimum cost per unit time control of Markov chains
    • V.S. Borkar, "On minimum cost per unit time control of Markov chains", SIAM J. Control Optim. 22, 965-978 (1984).
    • (1984) SIAM J. Control Optim. , vol.22 , pp. 965-978
    • Borkar, V.S.1
  • 4
    • 0024664630 scopus 로고
    • Control of Markov chains with long-run average cost criterion: The dynamic programming equations
    • V.S. Borkar, "Control of Markov chains with long-run average cost criterion: the dynamic programming equations", SIAM J. Control Optim. 27, 642-657 (1989).
    • (1989) SIAM J. Control Optim. , vol.27 , pp. 642-657
    • Borkar, V.S.1
  • 5
    • 0026811487 scopus 로고
    • Comparing recent assumptions for the existence of average optimal stationary policies
    • R. Cavazos-Cadena and L.I. Sennett, "Comparing recent assumptions for the existence of average optimal stationary policies", Oper. Res. Lett. 11, 33-37 (1992).
    • (1992) Oper. Res. Lett. , vol.11 , pp. 33-37
    • Cavazos-Cadena, R.1    Sennett, L.I.2
  • 6
    • 30244431882 scopus 로고    scopus 로고
    • Denumerable controlled Markov chains with strong average optimality criterion: Bounded and unbounded costs
    • to appear
    • R. Cavazos-Cadena and E. Fernandez-Gaucherand, "Denumerable controlled Markov chains with strong average optimality criterion: bounded and unbounded costs", to appear in: ZOR: Math. Models Oper. Res.
    • ZOR: Math. Models Oper. Res.
    • Cavazos-Cadena, R.1    Fernandez-Gaucherand, E.2
  • 7
    • 38249014767 scopus 로고
    • On strong average optimality of Markov decision processes with unbounded costs
    • M.K. Ghosh and S.I. Marcus, "On strong average optimality of Markov decision processes with unbounded costs", Oper. Res. Lett. 11, 99-104 (1992).
    • (1992) Oper. Res. Lett. , vol.11 , pp. 99-104
    • Ghosh, M.K.1    Marcus, S.I.2
  • 8
    • 0028397545 scopus 로고
    • Linear programming and average optimality of Markov control processes on Borel spaces - Unbounded costs
    • O. Hernandez-Lerma and J.B. Lasserre, "Linear Programming and average optimality of Markov control processes on Borel spaces - unbounded costs", SIAM J. Control Optim. 32, 480-500 (1994).
    • (1994) SIAM J. Control Optim. , vol.32 , pp. 480-500
    • Hernandez-Lerma, O.1    Lasserre, J.B.2
  • 11
    • 0024702152 scopus 로고
    • Average cost optimal stationary policies in infinite state Markov decision processes with unbounded costs
    • L.I. Sennott, "Average cost optimal stationary policies in infinite state Markov decision processes with unbounded costs", Oper. Res. 37, 626-633 (1989).
    • (1989) Oper. Res. , vol.37 , pp. 626-633
    • Sennott, L.I.1
  • 12
    • 84975961356 scopus 로고
    • The average cost optimality equation and critical number policies
    • L.I. Sennott, "The average cost optimality equation and critical number policies", Probab. Engrg. Inform. Sci. 7, 47-67 (1993).
    • (1993) Probab. Engrg. Inform. Sci. , vol.7 , pp. 47-67
    • Sennott, L.I.1
  • 13
    • 0029209058 scopus 로고
    • Another set of conditions for average optimality in Markov control processes
    • L.I. Sennott, "Another set of conditions for average optimality in Markov control processes", Systems Control Lett. 24, 147-151 (1995).
    • (1995) Systems Control Lett. , vol.24 , pp. 147-151
    • Sennott, L.I.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.