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| EXISTENCE OF OPTIMAL POLICY FOR TIME NON-HOMOGENEOUS DISCOUNTED MARKOVIAN DECISION PR0GRAMMING | |
| 作者姓名： | 郭世贞 董泽清 |
| 作者单位： | Kunming Institute of Technology，Institute of Applied Mathematics，Academia Sinica |
| 摘 要： | In this paper we discuss the discrete, time non--homogeneous discounted Markovian decisionprogramming, where the state space and all action sets are countable. Suppose that the optimumvalue function is finite. We give the necessary and sufficient conditions for the existence of anoptimal policy. Suppose that the absolute mean of rewards is relatively bounded. We also give thenecessary and sufficient conditions for the existence of an optimal policy. |
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