Article ID: | iaor19911687 |
Country: | Switzerland |
Volume: | 28 |
Start Page Number: | 261 |
End Page Number: | 272 |
Publication Date: | Apr 1991 |
Journal: | Annals of Operations Research |
Authors: | Sennott L.I. |
The paper deals with countable state Markov decision processes with finite action sets and (possibly) unbounded costs. Assuming the existence of an expected average cost optimal stationary policy