Optimization of Average Rewards: Multi-Chains
In this chapter, we study the optimization of the long-run average of multi-class time-nonhomogeneous Markov chains (TNHMCs). We show that with confluencity, state classification, and relative optimization, we can obtain the necessary and sufficient condi
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Xi-Ren Cao
Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains
SpringerBriefs in Electrical and Computer Engineering Control, Automation and Robotics
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Xi-Ren Cao
Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains
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Xi-Ren Cao Department of Automation Shanghai Jiao Tong University Shanghai, China Department of Electronic and Computer Engineering and Institute of Advanced Study The Hong Kong University of Science and Technology Hong Kong, China
ISSN 2191-8112 ISSN 2191-8120 (electronic) SpringerBriefs in Electrical and Computer Engineering ISSN 2192-6786 ISSN 2192-6794 (electronic) SpringerBriefs in Control, Automation and Robotics ISBN 978-3-030-56677-7 ISBN 978-3-030-56678-4 (eBook) https://doi.org/10.1007/978-3-030-56678-4 © The Author(s), under exclusive license to Springer Nature Switzerland AG 2021 This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whe
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