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Another set of verifiable conditions for average Markov decision processes with Borel spaces

Xiaolong ZouXianping Guo — 2015

Kybernetika

In this paper we give a new set of verifiable conditions for the existence of average optimal stationary policies in discrete-time Markov decision processes with Borel spaces and unbounded reward/cost functions. More precisely, we provide another set of conditions, which only consists of a Lyapunov-type condition and the common continuity-compactness conditions. These conditions are imposed on the primitive data of the model of Markov decision processes and thus easy to verify. We also give two...

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