RECENT RESULTS ON CONDITIONS FOR THE EXISTENCE OF AVERAGE OPTIMAL STATIONARY POLICIES

被引：11

作者：

Cavazos-Cadena, Rolando ^{[1
]}

机构：

[1] Univ Autonoma Agr Antonio Narro, Dept Estadist & Calculo, Buenavista 25315, Saltillo Coah, Mexico

来源：

ANNALS OF OPERATIONS RESEARCH | 1991年 / 28卷 / 01期

关键词：

Markov decision processes; average reward criterion; bounded solutions to the optimality equation; simultaneous Doeblin condition; equivalence of average reward criteria;

D O I：

10.1007/BF02055572

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper concerns countable state space Markov decision processes endowed with a (long-run expected) average reward criterion. For these models we summarize and, in some cases, extend some recent results on sufficient conditions to establish the existence of optimal stationary policies. The topics considered are the following: (i) the new assumptions introduced by Sennott in [20-23], (ii) necessary and sufficient conditions for the existence of a bounded solution to the optimality equation, and (iii) equivalence of average optimality criteria. Some problems are posed.

引用

页码：3 / 27

页数：25

共 27 条

[1]

Ash R. B., 2014, REAL ANAL PROBABILIT

[2] 2 COMPETING QUEUES WITH LINEAR COSTS AND GEOMETRIC SERVICE REQUIREMENTS - THE MU-C-RULE IS OFTEN OPTIMAL [J].