Constrained Average Cost Markov Control Processes in Borel Spaces.
Onésimo Hernández-LermaJuan González-HernándezRaquiel R. López-MartínezPublished in: SIAM J. Control. Optim. (2003)
Keyphrases
- average cost
- markov decision processes
- control policy
- optimal control
- finite state
- long run
- action sets
- finite horizon
- markov chain
- optimal policy
- finite number
- stationary policies
- infinite horizon
- markov decision chains
- markov model
- linear programming
- reinforcement learning
- multistage
- approximate dynamic programming
- inventory models
- real time
- control strategy
- linear program
- markov decision process
- control system
- decision processes
- control policies
- search space
- production processes