Recurrence conditions for Markov decision processes with Borel state space: A survey
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Publication:2638961
DOI10.1007/BF02055573zbMath0717.90087OpenAlexW1966294600MaRDI QIDQ2638961
Rolando Cavazos-Cadena, Onésimo Hernández-Lerma, Raúl Montes-De-oca
Publication date: 1991
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02055573
Related Items (17)
Value iteration in average cost Markov control processes on Borel spaces ⋮ The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes ⋮ Value iteration algorithm for mean-field games ⋮ Average control of Markov decision processes with Feller transition probabilities and general action spaces ⋮ Average cost Markov decision processes: Optimality conditions ⋮ Semi-Infinite Weighted Markov Decision Processes ⋮ Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited ⋮ Unnamed Item ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs ⋮ Discrete-time average-cost mean-field games on Polish spaces ⋮ Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes ⋮ A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Unnamed Item ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control ⋮ On the reduction of total‐cost and average‐cost MDPs to discounted MDPs ⋮ Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
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