Solution to the optimality equation in a class of Markov decision chains with the average cost criterion

Rolando Cavazos-Cadena

Kybernetika (1991)

  • Volume: 27, Issue: 1, page 23-37
  • ISSN: 0023-5954

How to cite

top

Cavazos-Cadena, Rolando. "Solution to the optimality equation in a class of Markov decision chains with the average cost criterion." Kybernetika 27.1 (1991): 23-37. <http://eudml.org/doc/28811>.

@article{Cavazos1991,
author = {Cavazos-Cadena, Rolando},
journal = {Kybernetika},
keywords = {denumerable state space; discrete time parameter; stationary policy},
language = {eng},
number = {1},
pages = {23-37},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Solution to the optimality equation in a class of Markov decision chains with the average cost criterion},
url = {http://eudml.org/doc/28811},
volume = {27},
year = {1991},
}

TY - JOUR
AU - Cavazos-Cadena, Rolando
TI - Solution to the optimality equation in a class of Markov decision chains with the average cost criterion
JO - Kybernetika
PY - 1991
PB - Institute of Information Theory and Automation AS CR
VL - 27
IS - 1
SP - 23
EP - 37
LA - eng
KW - denumerable state space; discrete time parameter; stationary policy
UR - http://eudml.org/doc/28811
ER -

References

top
  1. R. B. Ash, Real Analysis and Probability, Academic Press, New York 1972. (1972) MR0435320
  2. J. S. Baras D.-J. Ma, A. M. Makowski, K competing queues with geometric service requirements and linear costs: The fie rule is always optimal, Systems Control Lett. 6(1985), 3, 173-180. (1985) MR0801867
  3. P. Biliingsley, Convergence of Probability Measures, Wiley, New York 1968. (1968) MR0233396
  4. V. S. Borkar, On minimum cost per unit of time control of Markov chains, SIAM J. Control Optim. 22 (1984), 6, 965-978. (1984) MR0762632
  5. R. Cavazos-Cadena, Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs, Kybernetika 25 (1989), 3, 145- 156. (1989) Zbl0673.90092MR1010178
  6. R. Cavazos-Cadena, L. I. Sennott, Comparing recent assumptions for the existence of average optimal stationary policies (submitted for publication) 
  7. K. Hinderer, Foundations of Non-Stationary Dynamic Programming with Discrete Time Parameter, Springer-Verlag, Berlin-Heidelberg-New York 1970. (1970) Zbl0202.18401MR0267890
  8. M. Loeve, Probability Theory I, Springer-Verlag, New York-Berlin -Heidelberg 1977. (1977) Zbl0359.60001MR0651017
  9. J. Munkres, Topology, a First Course, Prentice-Hall, Englewood Cliffs, New Jersey 1975. (1975) Zbl0306.54001MR0464128
  10. P. Nain, K. W. Ross, Optimal priority assignment with hard constraints, IEEE Trans. Automat. Control 5/(1986), 10, 883-888. (1986) MR0855542
  11. S. M. Ross, Applied Probability Models with Optimization Applications, Holden-Day, San Francisco, California 1970. (1970) Zbl0213.19101MR0264792
  12. L. I. Sennot, A new condition for the existence of optimal stationary policies in average cost Markov decision processes, Oper. Res. Lett. 5 (1986), 17 - 23. (1986) MR0845763
  13. L. I. Sennot, A new condition for the existence of optimum stationary policies in average cost Markov decision processes - unbounded cost case, Proceedings of the 25th IEEE Conference on Decision and Control, Athens, Greece 1986, pp. 1719-1721. (1986) 
  14. L. C Thomas, Connectedness conditions for denumerable state Markov decision processes, In: Recent Developments in Markov Decision Processes (R. Hartley, L. C. Thomas and D. J. White, eds.), Academic Press, New York 1980, pp. 181 - 204. (1980) 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.