Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations

SIAM Journal on Control and Optimization ◽

10.1137/s0363012998345172 ◽

2000 ◽

Vol 39 (3) ◽

pp. 673-681 ◽

Author(s):

V. S. Borkar.

Keyword(s):

Dynamic Programming ◽

Markov Chains ◽

Average Cost ◽

Partial Observations ◽

Controlled Markov Chains ◽

Dynamic Programming Equations

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Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations

SIAM Journal on Control and Optimization ◽

10.1137/0327034 ◽

1989 ◽

Vol 27 (3) ◽

pp. 642-657 ◽

Author(s):

Vivek S. Borkar

Keyword(s):

Dynamic Programming ◽

Markov Chains ◽

Average Cost ◽

Average Cost Criterion ◽

Cost Criterion ◽

Long Run ◽

Dynamic Programming Equations

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Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction

SIAM Journal on Control and Optimization ◽

10.1137/05064610x ◽

2007 ◽

Vol 45 (6) ◽

pp. 2299-2304 ◽

Author(s):

Vivek S. Borkar

Keyword(s):

Dynamic Programming ◽

Markov Chains ◽

Ergodic Control ◽

Partial Observations

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Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains

10.1007/978-3-030-56678-4 ◽

2021 ◽

Author(s):

Xi-Ren Cao

Keyword(s):

Markov Chains ◽

Average Cost ◽

Controlled Markov Chains

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Controlled Markov chains with risk-sensitive exponential average cost criterion

Proceedings of the 36th IEEE Conference on Decision and Control ◽

10.1109/cdc.1997.657109 ◽

2002 ◽

Author(s):

A. Brau ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Average Cost ◽

Average Cost Criterion ◽

Controlled Markov Chains ◽

Cost Criterion ◽

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Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) ◽

10.1109/cdc.2001.980563 ◽

2003 ◽

Author(s):

A. Brau-Rojas ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Average Cost ◽

Average Cost Criterion ◽

Controlled Markov Chains ◽

Cost Criterion ◽

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A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains

The Annals of Applied Probability ◽

10.1214/105051604000000585 ◽

2005 ◽

Vol 15 (1A) ◽

pp. 175-212 ◽

Author(s):

Rolando Cavazos-Cadena ◽

Daniel Hernández-Hernández

Keyword(s):

Markov Chains ◽

Average Cost ◽

Controlled Markov Chains ◽

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Algorithms and architectures for dynamic programming on Markov chains

IEEE Transactions on Acoustics Speech and Signal Processing ◽

10.1109/assp.1989.28061 ◽

1989 ◽

Vol 37 (6) ◽

pp. 900-912 ◽

Author(s):

W.G. Bliss ◽

L.L. Scharf

Keyword(s):

Dynamic Programming ◽

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Stability estimates for controlled Markov chains with a minorant

Journal of Soviet Mathematics ◽

10.1007/bf01083641 ◽

1988 ◽

Vol 40 (4) ◽

pp. 481-486

Author(s):

E. I. Gordienko

Keyword(s):

Markov Chains ◽

Stability Estimates ◽

Controlled Markov Chains

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Controlled Markov chains and safety criteria

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) ◽

10.1109/cdc.2001.981142 ◽

2003 ◽

Author(s):

A. Arapostathis ◽

R. Kumar ◽

S. Tangirala

Keyword(s):

Markov Chains ◽

Controlled Markov Chains

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Markov Processes and Controlled Markov Chains

10.1007/978-1-4613-0265-0 ◽

2002 ◽

Keyword(s):

Markov Chains ◽

Markov Processes ◽

Controlled Markov Chains

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