Abstract | ||
---|---|---|
We consider average Markov decision processes on countable state space, compact action space and with unbounded costs. Under a certain penalizing condition on the cost for unstable behavior, we establish the existence of a stable stationary strategy which is strong average optimal. |
Year | DOI | Venue |
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1992 | 10.1016/0167-6377(92)90040-A | Operations Research Letters |
Keywords | Field | DocType |
markov decision processes,markov decision process | Mathematical optimization,Combinatorics,Markov process,Markov property,Markov model,Partially observable Markov decision process,Markov decision process,Average cost,Markov kernel,Mathematics,Markov renewal process | Journal |
Volume | Issue | ISSN |
11 | 2 | 0167-6377 |
Citations | PageRank | References |
3 | 1.27 | 4 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Mrinal K. Ghosh | 1 | 28 | 9.78 |
Steven I. Marcus | 2 | 889 | 116.89 |