Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities

DOI10.1007/978-3-030-76928-4_1zbMath1478.90141arXiv2103.13256OpenAlexW3139025958MaRDI QIDQ5153597

Eugene A. Feinberg, Michael Z. Zgurovsky, Pavlo O. Kasyanov

Publication date: 30 September 2021

Published in: Modern Trends in Controlled Stochastic Processes: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.13256

zbMATH Keywords

MDPaverage-costsemi-uniform Feller transition probabilities

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (2)

Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities ⋮ Semi-uniform Feller stochastic kernels

Cites Work

• Convergence of probability measures and Markov decision models with incomplete information
• Uniform Fatou's lemma
• Markov decision processes with applications to finance.
• Berge's theorem for noncompact image sets
• Stochastic optimal control. The discrete time case
• Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
• Adaptive Markov control processes
• On the optimality equation for average cost Markov decision processes and its validity for inventory control
• Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
• Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
• Average Optimality in Dynamic Programming with General State Space
• Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes
• Fatou's Lemma for Weakly Converging Probabilities
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