A new condition for the existence of optimal stationary policies in average cost Markov decision processes

DOI10.1016/0167-6377(86)90095-7zbMath0593.90083OpenAlexW2033474053MaRDI QIDQ1076617

Linn I. Sennott

Publication date: 1986

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(86)90095-7

zbMATH Keywords

stochastic dynamic programmingergodic Markov chainoptimal stationary policyoptimality equationbounded costsdiscrete time, countable state Markov decision processesfinite decision sets

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (18)

On the optimality equation for average cost Markov control processes with Feller transition probabilities ⋮ Unnamed Item ⋮ Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains ⋮ Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains ⋮ Unnamed Item ⋮ A note on the existence of optimal stationary policies for average Markov decision processes with countable states ⋮ Recent results on conditions for the existence of average optimal stationary policies ⋮ A counterexample on the optimality equation in Markov decision chains with the average cost criterion ⋮ A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs ⋮ Another set of conditions for average optimality in Markov control processes ⋮ Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state ⋮ Comparing recent assumptions for the existence of average optimal stationary policies ⋮ The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs ⋮ Nonzero-sum stochastic games with unbounded costs: Discounted and average cost cases ⋮ Stochastic optimal policies when the discount rate vanishes ⋮ Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems ⋮ Value iteration in countable state average cost Markov decision processes with unbounded costs

Cites Work

• Technical Note—Mean Drifts and the Non-Ergodicity of Markov Chains
• Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes
• The existence of moments for stationary Markov chains
• Criteria for strong ergodicity of Markov chains
• Optimal control of service rates in networks of queues
• Denumerable State Markovian Decision Processes-Average Cost Criterion
• Non-Discounted Denumerable Markovian Decision Models
• Some Conditions for Ergodicity and Recurrence of Markov Chains
• On the Stochastic Matrices Associated with Certain Queuing Processes
• Unnamed Item
• Unnamed Item

This page was built for publication: A new condition for the existence of optimal stationary policies in average cost Markov decision processes