On the optimality equation for average cost Markov control processes with Feller transition probabilities

DOI10.1016/j.jmaa.2005.04.065zbMath1148.90015OpenAlexW2010463048MaRDI QIDQ819727

Anna Jaśkiewicz, Andrzej S. Nowak

Publication date: 29 March 2006

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.04.065

zbMATH Keywords

dynamic programmingaverage costoptimality equationBorel state spaceaverage cost optimal policiesdiscrete-time Markov control processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Optimality conditions for problems involving randomness (49K45)

Related Items (18)

Bayesian estimation of the mean holding time in average semi-Markov control processes ⋮ Optimality in Feller semi-Markov control processes ⋮ Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps ⋮ A note on the existence of optimal stationary policies for average Markov decision processes with countable states ⋮ Average control of Markov decision processes with Feller transition probabilities and general action spaces ⋮ Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ Average optimality for risk-sensitive control with general state space ⋮ Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited ⋮ Planning for the long run: programming with patient, Pareto responsive preferences ⋮ The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces ⋮ On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities ⋮ A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities ⋮ Stochastic optimal policies when the discount rate vanishes ⋮ A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Average optimality for continuous-time Markov decision processes under weak continuity conditions ⋮ On the optimality equation for average cost Markov decision processes and its validity for inventory control ⋮ Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem

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