Necessary and sufficient optimality conditions for average reward of controlled Markov chains

Karel Sladký

Kybernetika (1973)

  • Volume: 09, Issue: 2, page (124)-137
  • ISSN: 0023-5954

How to cite

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Sladký, Karel. "Necessary and sufficient optimality conditions for average reward of controlled Markov chains." Kybernetika 09.2 (1973): (124)-137. <http://eudml.org/doc/28480>.

@article{Sladký1973,
author = {Sladký, Karel},
journal = {Kybernetika},
language = {eng},
number = {2},
pages = {(124)-137},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Necessary and sufficient optimality conditions for average reward of controlled Markov chains},
url = {http://eudml.org/doc/28480},
volume = {09},
year = {1973},
}

TY - JOUR
AU - Sladký, Karel
TI - Necessary and sufficient optimality conditions for average reward of controlled Markov chains
JO - Kybernetika
PY - 1973
PB - Institute of Information Theory and Automation AS CR
VL - 09
IS - 2
SP - (124)
EP - 137
LA - eng
UR - http://eudml.org/doc/28480
ER -

References

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  1. Howard R. A., Dynamic Programming and Markov Processes, M.I.T. and Wiley Press, New York 1960. (1960) Zbl0091.16001MR0118514
  2. Denardo E. V., Miller B. L., An Optimality Condition for Discrete Dynamic Programming with No Discounting, Annals Mathem. Statistics 39 (1968), 4, 1220-1227. (1968) Zbl0167.18402MR0232593
  3. Lippman S. A., On the Set of Optimal Policies in Discrete Dynamic Programming, Journal Mathem. Analysis Applic. 24 (1968), 2, 440-445. (1968) Zbl0194.20602MR0231615
  4. Mandl P., Controlled Markov Chains, (in Czech). Kybernetika 6 (1969), Supplement, 1-74. (1969) MR0434456
  5. Mandl P., On the Variance in Controlled Markov Chains, Kybernetika 7, (1971), 1, 1-12. (1971) Zbl0215.25902MR0286178
  6. Veinott A. F., On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting, Annals Mathem. Statistics 37 (1966), 5, 1284-1294. (1966) Zbl0149.16301MR0208992

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