Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies
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Publication:5130921
DOI10.1137/19M1239507zbMath1452.90317arXiv2001.01357MaRDI QIDQ5130921
Publication date: 30 October 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.01357
Markov decision processesaverage costoptimality inequalityBorel spacesuniversally measurable policiesmajorization conditions
Related Items (3)
On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs ⋮ 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
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