Average control of Markov decision processes with Feller transition probabilities and general action spaces

DOI10.1016/j.jmaa.2012.05.073zbMath1275.90123OpenAlexW1978010605MaRDI QIDQ450971

François Dufour, Oswaldo L. V. Costa

Publication date: 26 September 2012

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.2012.05.073

zbMATH Keywords

Markov decision processesaverage costpolicy iterationFeller transition probabilitiesgeneral Borel spacesnoncompact action set

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (11)

Unnamed Item ⋮ Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps ⋮ A survey of average cost problems in deterministic discrete-time control systems ⋮ Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ Constrained Markov decision processes in Borel spaces: from discounted to average optimality ⋮ Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited ⋮ On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control ⋮ Average optimality for continuous-time Markov decision processes under weak continuity conditions ⋮ On the optimality equation for average cost Markov decision processes and its validity for inventory control

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