REMARKS ON THE EXISTENCE OF SOLUTIONS TO THE AVERAGE COST OPTIMALITY EQUATION IN MARKOV DECISION-PROCESSES

被引：10

作者：

FERNANDEZGAUCHERAND, E ^{[1
]}

ARAPOSTATHIS, A ^{[1
]}

MARCUS, SI ^{[1
]}

机构：

[1] UNIV TEXAS,DEPT ELECT & COMP ENGN,AUSTIN,TX 78712

来源：

SYSTEMS & CONTROL LETTERS | 1990年 / 15卷 / 05期

基金：

美国国家科学基金会;

关键词：

MARKOV DECISION PROCESSES; BOREL STATE AND ACTION SPACES; AVERAGE COST OPTIMALITY EQUATION; BOUNDED SOLUTIONS; NECESSARY CONDITIONS;

D O I：

10.1016/0167-6911(90)90067-5

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Necessary conditions are given for the existence of a bounded solution to the optimality equation arising in Markov decision processes, under a long-run, expected average cost criterion. The relationships of some of our results to known sufficient conditions are also shown.

引用

页码：425 / 432

页数：8

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