Comparing recent assumptions for the existence of average optimal stationary policies

DOI10.1016/0167-6377(92)90059-CzbMATH Open0763.90092OpenAlexW2046039878MaRDI QIDQ1198622FDOQ1198622

Authors: Rolando Cavazos-Cadena, Linn I. Sennott 

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90059-c

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zbMATH Keywords

countable state spaceexpected average cost optimal stationary policyfinite action setsdiscrete average cost Markov decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Title not available (Why is that?)
• Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
• Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
• Optimal control of service rates in networks of queues
• A new condition for the existence of optimal stationary policies in average cost Markov decision processes
• On Minimum Cost Per Unit Time Control of Markov Chains
• Title not available (Why is that?)
• Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations

Cited In (21)

• OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS
• A new condition for the existence of optimal stationary policies in average cost Markov decision processes
• Assigning a single server to inhomogeneous queues with switching costs
• A counterexample on the optimality equation in Markov decision chains with the average cost criterion
• Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
• Optimal control of a production-inventory system with customer impatience
• Optimal control of a continuous-time \(W\)-configuration assemble-to-order system
• Managing an integrated production inventory system with information on the production and demand status and multiple non-unitary demand classes
• A note on the existence of optimal stationary policies for average Markov decision processes with countable states
• The value iteration method for countable state Markov decision processes
• Optimal threshold control of a retrial queueing system with finite buffer
• Recent results on conditions for the existence of average optimal stationary policies
• Remote state estimation with usage-dependent Markovian packet losses
• The convergence of value iteration in average cost Markov decision chains
• Solution to the optimality equation in a class of Markov decision chains with the average cost criterion
• Managing an assemble-to-order system with after sales market for components
• On strong average optimality of Markov decision processes with unbounded costs
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• Application of average dynamic programming to inventory systems
• 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

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