Article ID: | iaor19972492 |
Country: | Germany |
Volume: | 44 |
Issue: | 2 |
Start Page Number: | 223 |
End Page Number: | 231 |
Publication Date: | Sep 1996 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Yushkevich A.A. |
The paper considers a Markov decision process with a Borel state space, bounded rewards, and a bounded transition density satisfying a simultaneous Doeblin-Doob condition. An asymptotics for the discounted value function related to the existence of stationary strong 0-discount optimal policies is extended from the case of finite action sets to the case of compact action sets and continuous in action rewards and transition densities.