Average cost Markov control processes: stability with respect to the Kantorovich metric.
Evgueni GordienkoEnrique Lemus-RodríguezRaúl Montes-de-OcaPublished in: Math. Methods Oper. Res. (2009)
Keyphrases
- average cost
- optimal control
- control policy
- long run
- finite state
- markov decision processes
- optimal policy
- approximate dynamic programming
- markov decision chains
- infinite horizon
- control system
- finite horizon
- linear programming
- finite number
- risk sensitive
- special case
- markov chain
- control policies
- lyapunov function
- control method
- elastic registration
- real time
- stochastic processes
- multistage
- markov model
- decision making
- production processes