On the optimality equation for average cost Markov decision processes and its validity for inventory control
نویسندگان
چکیده
منابع مشابه
On the optimality equation for average cost Markov decision processes and its validity for inventory control
As is well known, average-cost optimality inequalities imply the existence of stationary optimal policies for Markov decision processes with average costs per unit time, and these inequalities hold under broad natural conditions. This paper provides sufficient conditions for the validity of the average-cost optimality equation for an infinite state problem with weakly continuous transition prob...
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For general state and action space Markov decision processes, we present sufficient conditions for convergence of both the optimal discounted cost value function and policies to the corresponding objects for the average costs per unit time. We extend Schäl’s [24] assumptions, guaranteeing the existence of a solution to the average cost optimality inequalities for compact action sets, to non-com...
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We consider partially observable Markov decision processes with finite or countably infinite (core) state and observation spaces and finite action set. Following a standard approach, an equivalent completely observed problem is formulated, with the same finite action set but with an uncountable state space, namely the space of probability distributions on the original core state space. By devel...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2017
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-017-2561-9