Average optimality for Markov decision processes in borel spaces: a new condition and approach
نویسندگان
چکیده
منابع مشابه
Average Optimality for Markov Decision Processes in Borel Spaces: a New Condition and Approach
In this paper we study discrete-time Markov decision processes with Borel state and action spaces. The criterion is to minimize average expected costs, and the costs may have neither upper nor lower bounds. Wefirst provide two average optimality inequalities of opposing directions and give conditions for the existence of solutions to them. Then, using the two inequalities, we ensure the existen...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2006
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1152413725