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Necessary and sufficient optimality conditions for average reward of controlled Markov chains. (English) Zbl 0254.60062

MSC:
60K05 Renewal theory
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
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References:
[1] Howard R. A.: Dynamic Programming and Markov Processes. M.I.T. and Wiley Press, New York 1960. · Zbl 0091.16001
[2] Denardo E. V., Miller B. L.: An Optimality Condition for Discrete Dynamic Programming with No Discounting. Annals Mathem. Statistics 39 (1968), 4, 1220-1227. · Zbl 0167.18402 · doi:10.1214/aoms/1177698247
[3] Lippman S. A.: On the Set of Optimal Policies in Discrete Dynamic Programming. Journal Mathem. Analysis Applic. 24 (1968), 2, 440-445. · Zbl 0194.20602 · doi:10.1016/0022-247X(68)90042-5
[4] Mandl P.: Controlled Markov Chains. (in Czech). Kybernetika 6 (1969), Supplement, 1-74. · Zbl 0215.25902
[5] Mandl P.: On the Variance in Controlled Markov Chains. Kybernetika 7, (1971), 1, 1-12. · Zbl 0215.25902 · eudml:27906
[6] Veinott A. F.: On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting. Annals Mathem. Statistics 37 (1966), 5, 1284-1294. · Zbl 0149.16301 · doi:10.1214/aoms/1177699272
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