• DocumentCode
    3078144
  • Title

    Ergodic control of Markov chains

  • Author

    Ghosh, Mrinal K. ; Marcus, Steven I.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Texas Univ., Austin, TX, USA
  • fYear
    1990
  • fDate
    5-7 Dec 1990
  • Firstpage
    258
  • Abstract
    The ergodic or long-run average cost problem, one of the classical problems in Markov decision processes, is addressed. A brief description of Borkar´s convex analytic approach is presented which treats the problem with countable state space, compact action space, and unbounded cost. The ergodic control problem is related to the finite horizon and discounted cost problems
  • Keywords
    Markov processes; decision theory; state-space methods; Borkar´s convex; Markov chains; Markov decision processes; ergodic control; long-run average cost problem; state space; Contracts; Cost function; Equations; Lyapunov method; Space stations; Stability; State-space methods; Sufficient conditions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
  • Conference_Location
    Honolulu, HI
  • Type

    conf

  • DOI
    10.1109/CDC.1990.203592
  • Filename
    203592
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3078144