Optimal control of stationary Markov processes |
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| Authors: | R. Morton |
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| Affiliation: | Department of Mathematics, University of Manchester, Manchester M13 9PL, England |
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| Abstract: | Sufficient conditions are given for the optimal control of Markov processes when the control policy is stationary and the process possesses a stationary distribution. The costs are unbounded and additive, and may or may not be discounted. Applications to Semi-Markov processes are included, and the results for random walks are related to the author's previous papers on diffusion processes. |
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