Learning Algorithms for Markov Decision Processes with Average Cost
نویسندگان
چکیده
منابع مشابه
Learning Algorithms for Markov Decision Processes with Average Cost
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^ The Semi-Markov Decision model is considered under the criterion of long-run average cost. A new criterion, which for any policy considers the limit of the expected cost Incurred during the first n transitions divided by the expected length of the first n transitions, is considered. Conditions guaranteeing that an optimal stationary (nonrandomized) policy exist are then presented. It is also ...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2001
ISSN: 0363-0129,1095-7138
DOI: 10.1137/s0363012999361974