Recent results on conditions for the existence of average optimal stationary policies

DOI10.1007/BF02055572zbMath0744.90097OpenAlexW1970113863MaRDI QIDQ1174694

Rolando Cavazos-Cadena

Publication date: 25 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02055572

zbMATH Keywords

Doeblin conditionaverage rewardcountable state Markov decision processesexistence of optimal stationary policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (6)

Optimization problems in chemical reactions using continuous-time Markov chains ⋮ Zero-sum Markov games and worst-case optimal control of queueing systems ⋮ A note on the existence of optimal stationary policies for average Markov decision processes with countable states ⋮ Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited ⋮ Denumerable controlled Markov chains with average reward criterion: Sample path optimality ⋮ A survey of Markov decision models for control of networks of queues

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