Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps
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Publication:2417095
DOI10.1016/j.orl.2017.12.007OpenAlexW2963334929MaRDI QIDQ2417095
Jefferson Huang, Eugene A. Feinberg
Publication date: 11 June 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.06803
Related Items (4)
On the evaluation of bidding strategies in sequential auctions ⋮ Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria ⋮ Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited ⋮ Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition
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