Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs
نویسندگان
چکیده
منابع مشابه
On the Reduction of Total-Cost and Average-Cost MDPs to Discounted MDPs
This paper provides conditions under which total-cost and average-cost Markov decision processes (MDPs) can be reduced to discounted ones. Results are given for transient total-cost MDPs with transition rates whose values may be greater than one, as well as for average-cost MDPs with transition probabilities satisfying the condition that there is a state such that the expected time to reach it ...
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This paper presents sufficient conditions for the existence of stationary optimal policies for averagecost Markov Decision Processes with Borel state and action sets and with weakly continuous transition probabilities. The one-step cost functions may be unbounded, and action sets may be noncompact. The main contributions of this paper are: (i) general sufficient conditions for the existence of ...
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2018
ISSN: 0167-6377
DOI: 10.1016/j.orl.2017.12.007