Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
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Publication:1748297
DOI10.1016/j.jmaa.2018.03.077zbMath1397.90394OpenAlexW2796202694WikidataQ130033252 ScholiaQ130033252MaRDI QIDQ1748297
Publication date: 9 May 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.03.077
Markov decision processesBanach fixed-point theoremLyapunov stability conditionaverage cost optimality equation
Related Items (4)
Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
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