Title :
Ergodic control of Markov chains
Author :
Ghosh, Mrinal K. ; Marcus, Steven I.
Author_Institution :
Dept. of Electr. & Comput. Eng., Texas Univ., Austin, TX, USA
Abstract :
The ergodic or long-run average cost problem, one of the classical problems in Markov decision processes, is addressed. A brief description of Borkar´s convex analytic approach is presented which treats the problem with countable state space, compact action space, and unbounded cost. The ergodic control problem is related to the finite horizon and discounted cost problems
Keywords :
Markov processes; decision theory; state-space methods; Borkar´s convex; Markov chains; Markov decision processes; ergodic control; long-run average cost problem; state space; Contracts; Cost function; Equations; Lyapunov method; Space stations; Stability; State-space methods; Sufficient conditions;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203592
