Continuity of optimal values and solutions for control of Markov chains with constraints

We consider in this paper constrained Markov decision processes. This type of control model has many applications in telecommunications and other fields. We address the issue of the convergence of the value and optimal policies of the problem with discounted costs, to the ones for the problem with e...

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Detalles Bibliográficos
Autores principales: Tidball, M.M., Lombardi, A., Pourtallier, O., Altman, E.
Formato: JOUR
Materias:
Control system analysis
Convergence of numerical methods
Decision theory
Markov processes
Optimization
Robustness (control systems)
Sensitivity analysis
Constrained Markov decision processes (CMDPs)
Ergodic structures
Optimal control systems
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03630129_v38_n4_p1204_Tidball
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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