Title of article
On the optimality equation for average cost Markov control processes with Feller transition probabilities
Author/Authors
Anna Ja´skiewicz، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2006
Pages
15
From page
495
To page
509
Abstract
We consider Markov control processes with Borel state space and Feller transition probabilities,
satisfying some generalized geometric ergodicity conditions. We provide a new theorem on the existence
of a solution to the average cost optimality equation.
2005 Elsevier Inc. All rights reserved
Keywords
Discrete-time Markov control processes , Borel state space , Dynamic Programming , Average cost , Optimality equation , Average cost optimal policies
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2006
Journal title
Journal of Mathematical Analysis and Applications
Record number
934419
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