Article ID: | iaor19982954 |
Country: | Germany |
Volume: | 45 |
Issue: | 2 |
Start Page Number: | 245 |
End Page Number: | 263 |
Publication Date: | Jan 1997 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Gordienko E., Montes-De-Oca R., Minjrez-Sosa A. |
Keywords: | control processes |
The aim of the paper is to show that Lyapunov-like ergodicity conditions on Markov decision processes with Borel state space and possibly unbounded cost provide the approximation of an average cost optimal policy by solving