Another set of conditions for average optimality in Markov control processes

Another set of conditions for average optimality in Markov control processes

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Article ID: iaor19972485
Country: United States
Volume: 24
Issue: 2
Start Page Number: 147
End Page Number: 151
Publication Date: Apr 1995
Journal: Systems and Control Letters
Authors:
Keywords: programming: dynamic
Abstract:

The existence of an average cost optimal stationary policy in a countable state Markov decision chain is shown under assumptions weaker than those given by Sennott. This treatment is a modification of that given by Hu, and is related to conditions of Hordijk. An example is given for which the new axiom set holds whereas the axiom set of Sennott fails to hold.

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