Linear programming approximations for Markov control processes in metric spaces

2002 ◽  
Author(s):  
O. Hernandez-Lerma ◽  
J.B. Lasserre
Keyword(s):  
Linear Programming ◽  
Metric Spaces ◽  
Control Processes ◽  
Markov Control Processes ◽  
Markov Control

Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach

2013 ◽  
Vol 35 (5) ◽  
pp. 575-591 ◽  
Author(s):  
Juan González-Hernández ◽  
Raquiel R. López-Martínez ◽  
J. Adolfo Minjárez-Sosa ◽  
J. Rigoberto Gabriel-Arguelles
Keyword(s):  
Linear Programming ◽  
Programming Approach ◽  
Discounted Cost ◽  
Linear Programming Approach ◽  
Control Processes ◽  
Infinite Linear Programming ◽  
Markov Control Processes ◽  
Markov Control ◽  
Infinite Linear

scholarly journals Robust Markov control processes

2014 ◽  
Vol 420 (2) ◽  
pp. 1337-1353 ◽  
Author(s):  
Anna Jaśkiewicz ◽  
Andrzej S. Nowak
Keyword(s):  
Control Processes ◽  
Markov Control Processes ◽  
Markov Control

Markov control processes with pathwise constraints

2010 ◽  
Vol 71 (3) ◽  
pp. 477-502 ◽  
Author(s):  
Armando F. Mendoza-Pérez ◽  
Onésimo Hernández-Lerma
Keyword(s):  
Control Processes ◽  
Markov Control Processes ◽  
Markov Control

Semi-Markov Control Processes with Unknown Holding Times Distribution Under an Average Cost Criterion

2009 ◽  
Vol 61 (3) ◽  
pp. 317-336 ◽  
Author(s):  
Fernando Luque-Vásquez ◽  
J. Adolfo Minjárez-Sosa ◽  
Luz del Carmen Rosas-Rosas
Keyword(s):  
Average Cost ◽  
Average Cost Criterion ◽  
Control Processes ◽  
Cost Criterion ◽  
Markov Control Processes ◽  
Markov Control
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