A note on strong 1-optimal policies in Markov decision chains with unbounded costs

A note on strong 1-optimal policies in Markov decision chains with unbounded costs

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Article ID: iaor20002336
Country: Germany
Volume: 49
Issue: 3
Start Page Number: 475
End Page Number: 482
Publication Date: Jan 1999
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

We extend a result by Cavazos-Cadena and Lasserre on the existence of strong 1-optimal stationary policies in Markov decision chains with countable state spaces, uniformly ergodic transition probabilities and bounded costs to a larger class of models with unbounded costs and the so-called V- uniform ergodic transition structure.

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