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Approximation of average cost optimal policies for general Markov decision processes with unbounded costs - MaRDI portal

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs (Q1362682)

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scientific article; zbMATH DE number 1044310
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English
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
scientific article; zbMATH DE number 1044310

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    Approximation of average cost optimal policies for general Markov decision processes with unbounded costs (English)
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    5 August 1997
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    average cost criterion
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    value iteration
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    approximation of optimal policy
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    geometrical convergence
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    Lyapunov-like ergodicity conditions
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    Markov decision processes
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    Borel state space
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