The convergence of value iteration in average cost Markov decision chains

The convergence of value iteration in average cost Markov decision chains

0.00 Avg rating0 Votes
Article ID: iaor19972132
Country: Netherlands
Volume: 19
Issue: 1
Start Page Number: 11
End Page Number: 16
Publication Date: Jul 1996
Journal: Operations Research Letters
Authors:
Abstract:

Let J be the (constant) minimum long-run expected average cost in a Markov decision chain with countable state space. The paper desires the existence of an average cost optimal stationary policy and, in addition, that J is the limit of vn(ë)/n, where vn(ë) is the minimum n-step expected cost. Three sets of sufficient conditions for this to hold are given. The results generalize Ghosh and Marcus.

Reviews

Required fields are marked *. Your email address will not be published.