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Control of Markov Chains with Long-Run Average Cost Criterion II.

dc.contributor.authorBorkar, Vivek S.en_US
dc.date.accessioned2007-05-23T09:38:09Z
dc.date.available2007-05-23T09:38:09Z
dc.date.issued1987en_US
dc.identifier.urihttp://hdl.handle.net/1903/4620
dc.description.abstractThe long-run average cost control problem for discrete time Markov chains on a countable state space is studied in a very general framework. Necessary and sufficient conditions for optimality in terms of the dynamic programming equations are given when an optimal stable stationary strategy is known to exist (e.g., for the situations studied in [5]). A characterization of the desired solution of the dynamic programming equations is given in a special case. Also included is a novel convex analytic argument for deducing the existence of an optimal stable stationary strategy when that of a randomized one is known.en_US
dc.format.extent728842 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1987-112en_US
dc.titleControl of Markov Chains with Long-Run Average Cost Criterion II.en_US
dc.typeTechnical Reporten_US
dc.contributor.departmentISRen_US


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