Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies (Q5130921)

scientific article; zbMATH DE number 7268454

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English	Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies	scientific article; zbMATH DE number 7268454

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instance of

scholarly article

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title

Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies (English)

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zbMATH Open document ID

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SIAM Journal on Control and Optimization

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publication date

30 October 2020

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full work available at URL

https://arxiv.org/abs/2001.01357

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Mathematics Subject Classification ID

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Markov decision processes

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Borel spaces

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universally measurable policies

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average cost

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optimality inequality

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majorization conditions

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MaRDI profile type

MaRDI publication profile

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arXiv ID

2001.01357

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cites work

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Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls

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Mathematics(1 entry)

mardi Publication:5130921