Sample-path and variance minimization of Markov control processes with average cost criteria

2002 ◽  
Author(s):  
O. Hernandez-Lerma ◽  
O. Vega-Amaya ◽  
G. Carrasco
Keyword(s):  
Average Cost ◽  
Sample Path ◽  
Variance Minimization ◽  
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

Variance-minimization of Markov control processes with pathwise constraints

Optimization ◽  
2012 ◽  
Vol 61 (12) ◽  
pp. 1427-1447 ◽  
Author(s):  
Armando F. Mendoza-Pérez ◽  
Onésimo Hernández-Lerma
Keyword(s):  
Variance Minimization ◽  
Control Processes ◽  
Markov Control Processes ◽  
Markov Control
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