Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls (Q1190402): Difference between revisions
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Revision as of 03:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls |
scientific article |
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Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls (English)
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26 September 1992
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The author considers a discrete-time Markovian decision process with Borel state space, Borel action space, and unbounded rewards. He proves the existence of an average-optimal policy within a setting allowing the sets of admissible actions to be noncompact.
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discrete-time Markovian decision process
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Borel state space
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Borel action space
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unbounded rewards
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average-optimal policy
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