Borkar, Vivek S. (1984) On minimum cost per unit time control of markov chains SIAM Journal on Control and Optimization, 22 (6). pp. 965-978. ISSN 0363-0129
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Official URL: http://link.aip.org/link/?SJCODC/22/965/1
Related URL: http://dx.doi.org/10.1137/0322062
Abstract
The "minimum cost per unit time" control problem is studied for a class of Markov chains that, though important in applications, does not fit the conventional framework for this problem. Existence of optimal stationary strategies and necessary and sufficient conditions for optimality are established.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Society for Industrial & Applied Mathematics. |
| Keywords: | Optimal Control; Cost per Unit Time; Stationary Strategy; Stable Strategy; Empirical Measures; Invariant Probabilities |
| ID Code: | 5311 |
| Deposited On: | 18 Oct 2010 08:36 |
| Last Modified: | 20 May 2011 10:50 |
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