Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains

DOI10.1016/0167-6911(88)90043-6zbMATH Open0645.90099OpenAlexW2094140762MaRDI QIDQ1103532FDOQ1103532

Authors: Rolando Cavazos-Cadena 

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90043-6

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zbMATH Keywords

countable state spaceoptimal stationary policiesaverage reward optimality equationdiscrete time Markov decision processbounded measurable reward functionsimultaneous Doeblin condition

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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• A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices
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• Two competing queues with linear costs and geometric service requirements: the μc-rule is often optimal
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• A new condition for the existence of optimal stationary policies in average cost Markov decision processes
• Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state
• Necessary conditions for the optimality equation in average-reward Markov decision processes

Cited In (18)

• Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state
• Optimality equations and sensitive optimality in bounded Markov decision processes¹
• Title not available (Why is that?)
• A counterexample on the optimality equation in Markov decision chains with the average cost criterion
• Strong 1-optimal stationary policies in denumerable Markov decision processes
• On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion
• A note on the convergence rate of the value iteration scheme in controlled Markov chains
• Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
• Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
• Necessary conditions for the optimality equation in average-reward Markov decision processes
• Recent results on conditions for the existence of average optimal stationary policies
• On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
• Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Title not available (Why is that?)
• Recurrence conditions for Markov decision processes with Borel state space: A survey
• A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs
• Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes

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