Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
نویسندگان
چکیده
منابع مشابه
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
We consider a nonhomogeneous stochastic infinite horizon optimization problem whose objective is to minimize the overall average cost per-period of an infinite sequence of actions (average optimality). Optimal solutions to such problems will in general be non-stationary. Moreover, a solution which initially makes poor decisions, and then selects wisely thereafter, can be average optimal. Howeve...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2011
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1100.0478