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Volumn 9, Issue 1, 2003, Pages 185-195

The average cost optimality equation: A fixed point approach

Author keywords

Banach's fixed point theorem; Discrete time Makov control processes; Expected average cost criterion; Lyapunov conditions

Indexed keywords


EID: 0042326540     PISSN: 1405213X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (46)

References (24)
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  • 5
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  • 9
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    • Further criteria for positive Harris recurrence of Markov chains
    • O. HERNÁNDEZ-LERMA AND J. B. LASSERRE, Further criteria for positive Harris recurrence of Markov chains, Proc. Amer. Math. Soc. 129 (2000), 1521-1524.
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    • Hernández-Lerma, O.1    Lasserre, J.B.2
  • 10
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    • Zero-sum stochastic games in Borel spaces: Average payoff criteria
    • O. HERNÁNDEZ-LERMA AND J.B. LASSERRE, Zero-sum stochastic games in Borel spaces: average payoff criteria, SIAM J. Control Optim. 39 (2001), 1520-1539.
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    • Hernández-Lerma, O.1    Lasserre, J.B.2
  • 12
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  • 13
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    • O. HERNÁNDEZ-LERMA, O. VEGA-AMAYA AND G. CARRASCO, Sample-path optimally and variance-minimization of average cost Markov control processes, SIAM J. Control Optim. 38 (1999), 79-93.
    • (1999) SIAM J. Control Optim. , vol.38 , pp. 79-93
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  • 14
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    • An approximation approach to ergodic semi-Markov control processes
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    • Jáskiewicz, A.1
  • 15
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    • Zero-sum semi-Markov games
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    • Jáskiewicz, A.1
  • 16
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    • On the optimality equation for zero-sum ergodic stochastic games
    • A. JÁSKIEWICZ AND A. NOWAK, On the optimality equation for zero-sum ergodic stochastic games, Math. Methods Oper. Res. 64 (2001), 291-301.
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    • Jáskiewicz, A.1    Nowak, A.2
  • 21
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    • Optimal strategies in a class of zero-sum ergodic stochastic games
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    • Zero-sum average semi-Markov games: Fixed point solutions ot the Shapley equation
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    • O. VEGA-AMAYA, Zero-sum average semi-Markov games: fixed point solutions ot the Shapley equation, Reporte de Investigatión No. 16, 2002, Depto. Mat., Universidad de Sonora, México. Submitted to SIAM J. Control Optim.
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    • Sample-path average cost optimally for semi-Markov control processes on Borel spaces: Unbounded costs and mean holding times
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    • Vega-Amaya, O.1    Luque-Vásquez, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.