Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state (Q1194211): Difference between revisions
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English | Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state |
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Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state (English)
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27 September 1992
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This paper deals with discrete time average reward Markov decision processes with countable state space. Under some structural conditions the authors prove the existence of an optimal stationary policy, using renewal theory. Also the \(\liminf\) and the \(\limsup\) average optimal stationary policies are investigated.
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recurrent state
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discrete time average reward Markov decision processes
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countable state space
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existence of an optimal stationary policy
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renewal theory
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