A vanishing discount limit theorem for controlled Markov chains

Monika Laušmanová

Kybernetika (1989)

  • Volume: 25, Issue: 5, page 366-374
  • ISSN: 0023-5954

How to cite

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Laušmanová, Monika. "A vanishing discount limit theorem for controlled Markov chains." Kybernetika 25.5 (1989): 366-374. <http://eudml.org/doc/27487>.

@article{Laušmanová1989,
author = {Laušmanová, Monika},
journal = {Kybernetika},
keywords = {Finite controlled Markov chains; discounted cost criterion; average cost optimal control},
language = {eng},
number = {5},
pages = {366-374},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A vanishing discount limit theorem for controlled Markov chains},
url = {http://eudml.org/doc/27487},
volume = {25},
year = {1989},
}

TY - JOUR
AU - Laušmanová, Monika
TI - A vanishing discount limit theorem for controlled Markov chains
JO - Kybernetika
PY - 1989
PB - Institute of Information Theory and Automation AS CR
VL - 25
IS - 5
SP - 366
EP - 374
LA - eng
KW - Finite controlled Markov chains; discounted cost criterion; average cost optimal control
UR - http://eudml.org/doc/27487
ER -

References

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  1. D. Freedman, Brownian Motion and Diffusion, Springer-Verlag, New York--Berlin--Heidelberg 1983. (1983) Zbl0501.60070MR0686607
  2. R. A. Howard, Dynamic Programming and Markov Processes, Technology Press and John Wiley, New York 1960. (1960) Zbl0091.16001MR0118514
  3. M. Laušmanová, On asymptotic inequalities in discrete time controlled linear systems, In: Proc. of 4th Prague Symposium on Asymptotic Statistics, Charles University, Prague 1989, pp. 377-388. (1989) MR1051456
  4. P. Mandl, Martingale methods, in discrete state random processes, Kybernetika 18 (1982), Supplement, 1-57. (1982) MR0679787
  5. P. Mandl, Asymptotic ordering of probability distributions for linear controlled systems with quadratic cost, In: Stochastic Differential Systems (Lecture Notes in Control and Information Sciences 78), Springer-Verlag, Berlin--Heidelberg--New York 1986, pp. 277 to 283. (1986) Zbl0588.93070MR0903052
  6. P. Mandl, M. R. Romera Ayllón, On adaptive control of Markov processes, Kybernetika 23 (1987), 2, 89-103. (1987) MR0886823
  7. P. Mandl, M. R. Romera Ayllón, On controlled Markov processes with average cost criterion, Kybernetika 23 (1987), 6, 433-442. (1987) MR0922620

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