Title of article :
On the optimality equation for average cost
Markov control processes with Feller transition
probabilities
Author/Authors :
Anna Ja´skiewicz، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2006
Abstract :
We consider Markov control processes with Borel state space and Feller transition probabilities,
satisfying some generalized geometric ergodicity conditions. We provide a new theorem on the existence
of a solution to the average cost optimality equation.
2005 Elsevier Inc. All rights reserved
Keywords :
Discrete-time Markov control processes , Borel state space , Dynamic Programming , Average cost , Optimality equation , Average cost optimal policies
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications