Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case.
Jan PalczewskiLukasz StettnerPublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- average cost
- optimal control
- control policy
- long run
- finite state
- markov decision processes
- control unit
- markov decision chains
- infinite horizon
- markov chain
- finite number
- control system
- approximate dynamic programming
- linear program
- model checking
- multistage
- optimal policy
- np hard
- initial state
- special case
- risk sensitive
- inventory models
- action sets
- real time