Article ID: | iaor1988217 |
Country: | Germany |
Volume: | 19 |
Start Page Number: | 577 |
End Page Number: | 585 |
Publication Date: | Oct 1988 |
Journal: | Optimization |
Authors: | Sokolichin A. |
Finite state controlled Markov chains with transition probabilities depending on a parameter are considered. The parameter values converge to a limit. Conditions are established for the existence of a policy which is average optimal uniformly in the parameter.