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: | Dekker Rommert, Hordijk Arie |
Keywords: | markov processes, queues: theory |
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.