Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes

DOI10.1016/0167-6911(90)90067-5zbMath0742.93079OpenAlexW1978509532WikidataQ60167570 ScholiaQ60167570MaRDI QIDQ1814435

Emmanuel Fernández-Gaucherand, Steven I. Marcus, Aristotle Arapostathis

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(90)90067-5

zbMATH Keywords

Markov decision processesaverage cost optimality equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Markov and semi-Markov decision processes (90C40) Optimality conditions for problems involving randomness (49K45)

Related Items (9)

A note on the Ross-Taylor theorem ⋮ Risk sensitive control of Markov processes in countable state space ⋮ Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria ⋮ Partially observed semi-Markov zero-sum games with average payoff ⋮ A further remark on dynamic programming for partially observed Markov processes ⋮ On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion ⋮ Denumerable controlled Markov chains with average reward criterion: Sample path optimality ⋮ The value function in ergodic control of diffusion processes with partial observations ⋮ OPTIMAL MIXING OF MARKOV DECISION RULES FOR MDP CONTROL

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