Denumerable state nonhomogeneous Markov decision processes
نویسندگان
چکیده
منابع مشابه
Denumerable 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 ...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1990
ISSN: 0022-247X
DOI: 10.1016/0022-247x(90)90265-h