Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies
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: SIAM Journal on Control and Optimization
سال: 2020
ISSN: 0363-0129,1095-7138
DOI: 10.1137/19m1239507