Sample-path optimality in average Markov decision chains under a double Lyapunov function condition

DOI10.1007/978-0-8176-8337-5_3zbMATH Open1374.90400OpenAlexW159673498MaRDI QIDQ4593600FDOQ4593600

Authors: Rolando Cavazos-Cadena, Raúl Montes-de-Oca 

Publication date: 22 November 2017

Published in: Optimization, Control, and Applications of Stochastic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-8337-5_3

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Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited In (3)

• Another set of conditions for Markov decision processes with average sample-path costs
• A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

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