Average cost Markov decision processes with semi-uniform Feller transition probabilities

DOI10.1007/978-3-030-76928-4_1zbMATH Open1478.90141arXiv2103.13256OpenAlexW3139025958MaRDI QIDQ5153597FDOQ5153597

Authors: Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky 

Publication date: 30 September 2021

Published in: Modern Trends in Controlled Stochastic Processes: (Search for Journal in Brave)

Abstract: This paper studies average-cost Markov decision processes with semi-uniform Feller transition probabilities. This class of MDPs was recently introduced by the authors to study MDPs with incomplete information. This paper studies the validity of optimality inequalities, the existence of optimal policies, and the approximations of optimal policies by policies optimizing total discounted costs.

Full work available at URL: https://arxiv.org/abs/2103.13256

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zbMATH Keywords

MDPaverage-costsemi-uniform Feller transition probabilities

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited In (9)

• Markov decision processes with incomplete information and semiuniform Feller transition probabilities
• The average cost of Markov chains subject to total variation distance uncertainty
• A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
• Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
• Average control of Markov decision processes with Feller transition probabilities and general action spaces
• Average cost Markov decision processes with weakly continuous transition probabilities
• Functional characterization for average cost Markov decision processes with Doeblin's conditions
• Semi-uniform Feller stochastic kernels
• Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems

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