Comparing recent assumptions for the existence of average optimal stationary policies
From MaRDI portal
Publication:1198622
DOI10.1016/0167-6377(92)90059-CzbMath0763.90092OpenAlexW2046039878MaRDI QIDQ1198622
Rolando Cavazos-Cadena, Linn I. Sennott
Publication date: 16 January 1993
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(92)90059-c
countable state spaceexpected average cost optimal stationary policyfinite action setsdiscrete average cost Markov decision processes
Related Items
Managing an assemble-to-order system with after sales market for components ⋮ Optimal threshold control of a retrial queueing system with finite buffer ⋮ Remote state estimation with usage-dependent Markovian packet losses ⋮ Assigning a single server to inhomogeneous queues with switching costs ⋮ Unnamed Item ⋮ A note on the existence of optimal stationary policies for average Markov decision processes with countable states ⋮ Recent results on conditions for the existence of average optimal stationary policies ⋮ A counterexample on the optimality equation in Markov decision chains with the average cost criterion ⋮ A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs ⋮ Another set of conditions for average optimality in Markov control processes ⋮ Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls ⋮ On strong average optimality of Markov decision processes with unbounded costs ⋮ Optimal control of a continuous-time \(W\)-configuration assemble-to-order system ⋮ OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs ⋮ Optimal control of a production-inventory system with customer impatience ⋮ Managing an integrated production inventory system with information on the production and demand status and multiple non-unitary demand classes ⋮ The convergence of value iteration in average cost Markov decision chains ⋮ Application of average dynamic programming to inventory systems ⋮ The value iteration method for countable state Markov decision processes
Cites Work
- Unnamed Item
- Unnamed Item
- A new condition for the existence of optimal stationary policies in average cost Markov decision processes
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- On Minimum Cost Per Unit Time Control of Markov Chains
- 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
- Optimal control of service rates in networks of queues
