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

DOI10.1007/978-3-030-76928-4_1MaRDI QIDQ5153597zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

MDPaverage-costsemi-uniform Feller transition probabilities

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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.

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Cited in

(9)

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

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