KYBERNETIKA

Kybernetika 43(3):347-368, 2007.

Monotonicity of Minimizers in Optimization Problems with Applications to Markov Control Processes

Rosa M. Flores-Hernández and Raúl Montes-de-Oca

Abstract:

Keywords: monotone minimizer in an optimization problem; Markov control process; total discounted cost; average cost; monotone optimal policy;

AMS: 90C40; 93E20;

BIB TeX

@article{kyb:2007:3:347-368,

author = {Flores--Hern\'{a}ndez, Rosa M. and Montes-de-Oca, Ra\'{u}l },

title = {Monotonicity of Minimizers in Optimization Problems with Applications to Markov Control Processes},

journal = {Kybernetika},

volume = {43},

year = {2007},

number = {3},

pages = {347-368}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}

Kybernetika