A semimartingale characterization of average optimal stationary policies for Markov decision processes.
Zhu, Quanxin ; Guo, Xianping
Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMSA/2006/81593
EUDML-ID : urn:eudml:doc:54838 
@article{05134583,
     title = {A semimartingale characterization of average optimal stationary policies for Markov decision processes.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMSA/2006/81593},
     zbl = {1151.90576},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05134583}
}

Zhu, Quanxin; Guo, Xianping. A semimartingale characterization of average optimal stationary policies for Markov decision processes.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006) . doi : 10.1155/JAMSA/2006/81593. http://gdmltest.u-ga.fr/item/05134583/