Constrained Markov control processes in Borel spaces: the discounted case

Onésimo Hernández-Lerma and Juan González-Hernández

Mathematical Methods of Operations Research, 2000, vol. 52, issue 2, 285 pages

Abstract: We consider constrained discounted-cost Markov control processes in Borel spaces, with unbounded costs. Conditions are given for the constrained problem to be solvable, and also equivalent to an equality-constrained (EC) linear program. In addition, it is shown that there is no duality gap between EC and its dual program EC * , and that, under additional assumptions, also EC * is solvable, so that in fact the strong duality condition holds. Finally, a Farkas-like theorem is included, which gives necessary and sufficient conditions for the primal program EC to be consistent. Copyright Springer-Verlag Berlin Heidelberg 2000

Keywords: Key words: Constrained Markov control processes; discounted cost criterion; infinite–dimensional linear programming., AMS subject classification: 90C40, 93E20., (search for similar items in EconPapers)
Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s001860000071 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:mathme:v:52:y:2000:i:2:p:271-285

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/00186

DOI: 10.1007/s001860000071

Access Statistics for this article

Mathematical Methods of Operations Research is currently edited by Oliver Stein

More articles in Mathematical Methods of Operations Research from Springer, Gesellschaft für Operations Research (GOR), Nederlands Genootschap voor Besliskunde (NGB)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().