Average control of Markov decision processes with Feller transition probabilities and general action spaces
نویسندگان
چکیده
منابع مشابه
Time-Average Optimality for Semi-Markov Control Processes with Feller Transition Probabilities
Semi-Markov control processes with Borel state space and Feller transition probabilities are considered. We prove that under fairly general conditions the two expected average costs: the time-average and the ratio-average coincide for stationary policies. Moreover, the optimal stationary policy for the ratio-average cost criterion is also optimal for the time-average cost criterion.
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2012
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2012.05.073