Recurrence conditions for average and Blackwell optimality in denumerable state Markov decision chains

Recurrence conditions for average and Blackwell optimality in denumerable state Markov decision chains

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Article ID: iaor19921927
Country: United States
Volume: 17
Issue: 2
Start Page Number: 271
End Page Number: 289
Publication Date: May 1992
Journal: Mathematics of Operations Research
Authors: ,
Keywords: markov processes, queues: theory
Abstract:

In a previous paper Dekker and Hordijk presented an operator theoretical approach for multichain Markov decision processes with a countable state space, compact action sets and unbounded rewards. Conditions were presented guaranteeing the existence of a Laurent series expansion for the discounted rewards, the existence of average and Blackwell optimal policies and the existence of solutions for the average and Blackwell optimality equations. While these assumptions were operator oriented and formulated as conditions for the deviation matrix, the authors will show in this paper that the same approach can also be carried out under recurrence conditions. These new conditions seem easier to check in general and are especially suited for applications in queueing models.

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