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

DOI10.1007/s10957-013-0474-6zbMath1302.90241OpenAlexW1999785104WikidataQ124799376 ScholiaQ124799376MaRDI QIDQ481787

Karel Sladký, Rolando Cavazos-Cadena, 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

• 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
• Denumerable controlled Markov chains with average reward criterion: Sample path optimality
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