Title
On strong average optimality of markov decision processes with unbounded costs
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
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. Ghosh1289.78
Steven I. Marcus2889116.89