Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state
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Publication:1194211
DOI10.1007/BF01189029zbMath0766.90083OpenAlexW2056748608MaRDI QIDQ1194211
Publication date: 27 September 1992
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01189029
renewal theoryrecurrent statecountable state spacediscrete time average reward Markov decision processesexistence of an optimal stationary policy
Related Items (6)
Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains ⋮ Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes ⋮ A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs ⋮ Equivalence of Lyapunov stability criteria in a class of Markov decision processes ⋮ Denumerable controlled Markov chains with average reward criterion: Sample path optimality ⋮ Denumerable state nonhomogeneous Markov decision processes
Cites Work
- A new condition for the existence of optimal stationary policies in average cost Markov decision processes
- Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains
- Necessary conditions for the optimality equation in average-reward Markov decision processes
- Conditions for the equivalence of optimality criteria in dynamic programming
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