| Article ID: | iaor20083421 |
| Country: | Netherlands |
| Volume: | 35 |
| Issue: | 4 |
| Start Page Number: | 434 |
| End Page Number: | 438 |
| Publication Date: | Jul 2007 |
| Journal: | Operations Research Letters |
| Authors: | Chang Hyeong Soo |
This brief paper presents a policy improvement method for constrained Markov decision processes (MDPs) with average cost criterion under an ergodicity assumption, extending Howard's policy improvement for MDPs. The improvement method induces a policy iteration-type algorithm that converges to a local optimal policy.