Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes
نویسندگان
چکیده
منابع مشابه
Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs
Average cost Markov decision chains with discrete time parameter are considered. The cost function is unbounded and satisfies an additional condition which frequently holds in applications. Also, we assume that there exists a single stationary policy for which the corresponding Markov chain is irreducible and ergodic with finite average cost. Within this framework, the existence of an average c...
متن کاملDenumerable State Nonhomogeneous Markov Decision Processes
We consider denumerable state nonhomogeneous Markov decision processes and extend results from both denumerable state homogeneous and finite state nonhomogeneous problems. We show that, under weak ergodicity, accumulation points of finite horizon optima (termed algorithmic optima) are average cost optimal. We also establish the existence of solution horizons. Finally, an algorithm is presented ...
متن کاملExistence of Risk Sensitive Optimal Stationary Policies for Controlled Markov Processes
In this paper we are concerned with the existence of optimal stationary policies for in nite horizon risk sensitive Markov control processes with denumerable state space, unbounded cost function, and long run average cost. Introducing a discounted cost dynamic game, we prove that its value function satis es an Isaacs equation, and its relationship with the risk sensitive control problem is stud...
متن کاملEfficient Policies for Stationary Possibilistic Markov Decision Processes
Possibilistic Markov Decision Processes offer a compact and tractable way to represent and solve problems of sequential decision under qualitative uncertainty. Even though appealing for its ability to handle qualitative problems, this model suffers from the drowning effect that is inherent to possibilistic decision theory. The present paper proposes to escape the drowning effect by extending to...
متن کاملSample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
Abstract. This work concerns discrete-time Markov decision chains with denumerable state and compact action sets. Besides standard continuity requirements, the main assumption on the model is that it admits a Lyapunov function `. In this context the average reward criterion is analyzed from the sample-path point of view. The main conclusion is that, if the expected average reward associated to ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1988
ISSN: 0022-247X
DOI: 10.1016/0022-247x(88)90098-4