Semi-Markov decision processes with a reachable state-subset

Semi-Markov decision processes with a reachable state-subset

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Article ID: iaor1989656
Country: Germany
Volume: 20
Start Page Number: 305
End Page Number: 315
Publication Date: Oct 1989
Journal: Optimization
Authors:
Abstract:

The paper considers the problem of minimizing the long-run average expected cost per unit time in a semi-Markov decision process with arbitrary state and action space. Assuming the existence of a Borel subset of state space called a reachable state-subset, it derives the optimality equation for the unbounded costs. The contraction property for the average case is used, so that the assumptions of both continuity of the one-step cost function and compactness of state and action space are excluded.

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