Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls

DOI10.1016/0167-6911(91)90069-QzbMath0771.90098OpenAlexW2038591787MaRDI QIDQ1190402

Onésimo Hernández-Lerma

Publication date: 26 September 1992

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

Full work available at URL: https://doi.org/10.1016/0167-6911(91)90069-q

zbMATH Keywords

Borel state spaceunbounded rewardsaverage-optimal policyBorel action spacediscrete-time Markovian decision process

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (15)

Value iteration in average cost Markov control processes on Borel spaces ⋮ Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities ⋮ Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities ⋮ Examples concerning Abel and Cesàro limits ⋮ Short Communication: Existence of Markov Equilibrium Control in Discrete Time ⋮ A note on the existence of optimal stationary policies for average Markov decision processes with countable states ⋮ Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes ⋮ Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities ⋮ Unnamed Item ⋮ On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs ⋮ MDPs with setwise continuous transition probabilities ⋮ Application of average dynamic programming to inventory systems ⋮ The average cost optimality equation for Markov control processes on Borel spaces ⋮ Weak conditions for average optimality in Markov control processes

Cites Work

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• Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations
• Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
• Average Optimality in Dynamic Programming with General State Space
• Optimal control of service rates in networks of queues

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