A counterexample on the optimality equation in Markov decision chains with the average cost criterion

DOI10.1016/0167-6911(91)90060-RzbMath0738.90082OpenAlexW1973080471WikidataQ124811310 ScholiaQ124811310MaRDI QIDQ1176601

Rolando Cavazos-Cadena

Publication date: 25 June 1992

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(91)90060-r

zbMATH Keywords

Markov decision processescounterexampledenumerable state spaceaverage optimal stationary policiesfinite control setslong-run expected average cost

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items

Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities ⋮ Robust Markov control processes ⋮ Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ Average optimality for risk-sensitive control with general state space ⋮ Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Average optimality for continuous-time Markov decision processes under weak continuity conditions ⋮ On the optimality equation for average cost Markov decision processes and its validity for inventory control ⋮ The average cost optimality equation for Markov control processes on Borel spaces

Cites Work

• A new condition for the existence of optimal stationary policies in average cost Markov decision processes
• Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains
• Comparing recent assumptions for the existence of average optimal stationary policies
• Adaptive Markov control processes
• Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
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