Necessary conditions for the optimality equation in average-reward Markov decision processes

DOI10.1007/BF01448194zbMath0663.90094OpenAlexW1993308752MaRDI QIDQ1115358

Rolando Cavazos-Cadena

Publication date: 1989

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01448194

zbMATH Keywords

existence of solutionsaverage rewardoptimality equationdenumerable state spacecompact action spacebounded rewards

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (12)

Unnamed Item ⋮ Risk sensitive control of Markov processes in countable state space ⋮ On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes ⋮ Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains ⋮ Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion ⋮ Recent results on conditions for the existence of average optimal stationary policies ⋮ Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state ⋮ Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited ⋮ On strong average optimality of Markov decision processes with unbounded costs ⋮ A survey of Markov decision models for control of networks of queues ⋮ Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space ⋮ Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes

Cites Work

• Two competing queues with linear costs and geometric service requirements: the μc-rule is often optimal
• The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms
• A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices
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