A semimartingale characterization of average optimal stationary policies for Markov decision processes

DOI10.1155/JAMSA/2006/81593zbMATH Open1151.90576OpenAlexW2023178539MaRDI QIDQ871336FDOQ871336

Xianping Guo, Quanxin Zhu

Publication date: 19 March 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54838

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Mathematics Subject Classification ID

Generalizations of martingales (60G48) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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• Average optimality for Markov decision processes in borel spaces: a new condition and approach
• Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
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Cited In (6)

• Comparing recent assumptions for the existence of average optimal stationary policies
• Maximizing the probability of attaining a target prior to extinction
• A note on the existence of optimal stationary policies for average Markov decision processes with countable states
• Recent results on conditions for the existence of average optimal stationary policies
• On the Existence of Average Optimal Policies in Semiregenerative Decision Models
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

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