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Discrete-time controlled Markov processes with average cost criterion: a survey

Author
ARAPOSTATHIS, A1 ; BORKAR, V. S; FERNANDEZ-GAUCHERAND, E; GHOSH, M. K; MARCUS, S. I
[1] Univ. Texas at Austin, dep. electrical computer eng., Austin TX 78712, United States
Source

SIAM journal on control and optimization. 1993, Vol 31, Num 2, pp 282-344 ; ref : 208 ref

CODEN
SJCODC
ISSN
0363-0129
Scientific domain
Control theory, operational research
Publisher
Society for Industrial and Applied Mathematics, Philadelphia, PA
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Analyse multicritère Article synthèse Commande optimale Commande stochastique Contrainte Coût moyen Ergodicité Information incomplète Politique optimale Processus Markov Programmation dynamique Schéma discret Action space Borel state space Countable state space Finite state space Stationary policy
Keyword (en)
Multicriteria analysis Review Optimal control Stochastic control Constraint Average cost Ergodicity Incomplete information Optimal policy Markov process Dynamic programming Discrete scheme
Keyword (es)
Análisis multicriterio Artículo síntesis Control optimal Control estocástico Coacción Coste medio Ergodicidad Información incompleta Política óptima Proceso Markov Programación dinámica Esquema discreto
Classification
Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D08 Optimal control

Discipline
Computer science : theoretical automation and systems
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
4585175

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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