Average cost Markov Decision Processes: Optimality conditions
نویسندگان
چکیده
منابع مشابه
Optimality Inequalities for Average Cost Markov Decision Processes and the Optimality of (s, S) Policies
For general state and action space Markov decision processes, we present sufficient conditions for convergence of both the optimal discounted cost value function and policies to the corresponding objects for the average costs per unit time. We extend Schäl’s [24] assumptions, guaranteeing the existence of a solution to the average cost optimality inequalities for compact action sets, to non-com...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1991
ISSN: 0022-247X
DOI: 10.1016/0022-247x(91)90244-t