Article ID: | iaor20123944 |
Volume: | 153 |
Issue: | 3 |
Start Page Number: | 709 |
End Page Number: | 732 |
Publication Date: | Jun 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Guo Xianping, Wei Qingda |
Keywords: | programming: markov decision |
This paper deals with semi‐Markov decision processes under the average expected criterion. The state and action spaces are Borel spaces, and the cost/reward function is allowed to be