Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs

Rolando Cavazos-Cadena

Kybernetika (1989)

  • Volume: 25, Issue: 3, page 145-156
  • ISSN: 0023-5954

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Cavazos-Cadena, Rolando. "Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs." Kybernetika 25.3 (1989): 145-156. <http://eudml.org/doc/28240>.

@article{Cavazos1989,
author = {Cavazos-Cadena, Rolando},
journal = {Kybernetika},
keywords = {Average cost Markov decision chains; discrete time parameter; single stationary policy; finite average cost; average cost optimal stationary policy},
language = {eng},
number = {3},
pages = {145-156},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs},
url = {http://eudml.org/doc/28240},
volume = {25},
year = {1989},
}

TY - JOUR
AU - Cavazos-Cadena, Rolando
TI - Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs
JO - Kybernetika
PY - 1989
PB - Institute of Information Theory and Automation AS CR
VL - 25
IS - 3
SP - 145
EP - 156
LA - eng
KW - Average cost Markov decision chains; discrete time parameter; single stationary policy; finite average cost; average cost optimal stationary policy
UR - http://eudml.org/doc/28240
ER -

References

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  5. L. I. Sennott, A new condition for the existence of optimal stationary policies in average cost Markov decision processes, Oper. Res. Lett. 5 (1986), 17-23. (1986) Zbl0593.90083MR0845763
  6. L. I. Sennott, A new condition for the existence of optimum stationary policies in average cost Markov decision processes -- unbounded cost case, Proceedings of the 25th IEEE Conf. on Dec. and Control, Athens, Greece 1986, pp. 1719-1721. (1986) 
  7. L. I. Sennott, Average cost optimal stationary policies in infinite state Markov decision processes -- Existence and an algorithm, Submitted (1987). (1987) 
  8. M. Loève, Probability Theory I, Springer-Verlag, New York--Berlin--Heidelberg 1977. (1977) MR0651017
  9. P. Nain, K. W. Ross, Optimal priority assignement with hard constraints, Submitted to IEEE Trans. Automat. Control (1986). (1986) MR0855542
  10. R. Cavazos-Cadena, Necessary conditions for the optimality equation in average-reward Markov decision processes, Appl. Math. Optim. 19 (1989), 1, 97-112. (1989) Zbl0663.90094MR0955092
  11. R. Cavazos-Cadena, Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains, System Control Lett. 10 (1988), 71-78. (1988) Zbl0645.90099MR0920807
  12. R. B. Ash, Real Analysis and Probability, Academic Press, New York 1972. (1972) MR0435320
  13. S. M. Ross, Applied Probability Models with Optimization Applications, Holden-Day, San Francisco 1970. (1970) Zbl0213.19101MR0264792
  14. S. M. Ross, Introduction to Stochastic Dynamic Programming, Academic Press, New York 1983. (1983) Zbl0567.90065MR0749232

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