A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion

DOI10.1007/S10957-013-0474-6MaRDI QIDQ481787zbMATH OpenOpenAlexWikidataFDO

Authors Rolando Cavazos-Cadena, Karel Sladký, Raúl Montes-de-Oca

Publication date 15 December 2014

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-013-0474-6

zbMATH Keywords

expected average reward criterionLyapunov function conditionstationary policystrong sample-path optimality

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• scientific article; zbMATH DE number 3445938 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• Denumerable controlled Markov chains with average reward criterion: Sample path optimality
• Sample path optimality for a Markov optimization problem
• Sample-path average optimality for Markov control processes
• Sample-path optimality in average Markov decision chains under a double Lyapunov function condition

Cited in

(6)

• Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986)
• scientific article; zbMATH DE number 2096692 (Why is no real title available?)
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
• Counter examples for compact action markov decision chains with average reward criteria
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
• Sample-path optimality in average Markov decision chains under a double Lyapunov function condition

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