Optimal average value convergence in nonhomogeneous Markov decision processes (Q1323097): Difference between revisions

This paper deals with an infinite state nonhomogeneous Markov decision process with average reward criterion. The authors proved the following two structural results: (1) Under the Doeblin condition, the problem is equivalent to a discounted problem. (2) Under the same condition, the optimal finite horizon average values converge to the infinite horizon optimal one.