화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.34, No.1, 295-310, 1996
Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear-Programming
This paper shows the existence of solutions to the average-cost problem for Markov control processes on Borel spaces, with possibly unbounded costs and noncompact control constraint sets. This is done via a combination of the well-known "vanishing discount" approach and recent results on the linear programming formulation for both discounted- and average-cost Markov control problems.