Abstract
In this chapter we consider the infinite-horizon discounted cost problem for a Markov control model \( (X,A,\{ A(x)\left| x \right. \in X\} ,Q,c). \) We already studied this problem using dynamic programming and linear programming in Chapters 4 and 6, respectively. Here we use again dynamic programming, so it is important to state at the outset the differences between this chapter and Chapter 4.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1999 Springer Science+Business Media New York
About this chapter
Cite this chapter
Hernández-Lerma, O., Lasserre, J.B. (1999). Discounted Dynamic Programming with Weighted Norms. In: Further Topics on Discrete-Time Markov Control Processes. Applications of Mathematics, vol 42. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0561-6_2
Download citation
DOI: https://doi.org/10.1007/978-1-4612-0561-6_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6818-5
Online ISBN: 978-1-4612-0561-6
eBook Packages: Springer Book Archive