Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
DOI10.1239/jap/1437658607zbMath1327.90366OpenAlexW1605180102MaRDI QIDQ2949846
Raúl Montes-De-oca, Rolando Cavazos-Cadena, Karel Sladký
Publication date: 2 October 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1437658607
innovationsKolmogorov inequalitydiscrepancy functionstrong sample-path optimalitydominated convergence theorem for the expected average criterion
Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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