On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities

DOI10.1016/j.jmaa.2015.02.007zbMath1322.90110OpenAlexW2028232213MaRDI QIDQ2264001

Óscar Vega-Amaya

Publication date: 19 March 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.02.007

zbMATH Keywords

Markov decision processesaverage cost criterionvanishing discount factor approach

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (7)

Unnamed Item ⋮ Continuous-time constrained stochastic games with average criteria ⋮ A survey of average cost problems in deterministic discrete-time control systems ⋮ Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ Constrained Markov decision processes in Borel spaces: from discounted to average optimality ⋮ Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited ⋮ Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition

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