Markov Decision Processes with a Borel Measurable Cost Function—The Average Case

DOI10.1287/MOOR.11.2.309MaRDI QIDQ3748085zbMATH OpenOpenAlexFDO

Authors Masami Kurano

Publication date 1986

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.11.2.309

zbMATH Keywords

\(\epsilon \)-optimal stationary policiesaverage cost criterionBorel measurable cost functiongeneral state and action spacesPeriodic-stationary policiessequential replacement-model

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Reliability, availability, maintenance, inspection in operations research (90B25) Markov and semi-Markov decision processes (90C40) Programming in abstract spaces (90C48)

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(18)

• Markov decision processes with a minimum-variance criterion
• Average cost Markov decision processes under the hypothesis of Doeblin
• Average cost Markov decision processes: Optimality conditions
• Functional characterization for average cost Markov decision processes with Doeblin's conditions
• Average optimal switching of a Markov chain with a Borel state space
• Controlled Markov set-chains under average criteria
• On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies
• Recurrence conditions for Markov decision processes with Borel state space: A survey
• On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
• Average cost Markov decision processes with weakly continuous transition probabilities
• Average optimality for Markov decision processes in borel spaces: a new condition and approach
• scientific article; zbMATH DE number 3934809 (Why is no real title available?)
• Semi-Markov decision processes with a reachable state-subset
• Markov decision processes on Borel spaces with total cost and random horizon
• Occupation measures in average cost Markov decision processes
• Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
• Zero-sum non-stationary stochastic games with the long-run average criterion

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