Average cost Markov decision processes under the hypothesis of Doeblin |
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Authors: | Masami Kurano |
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Affiliation: | (1) Department of Mathematics, Faculty of Education, Chiba University, 260 Chiba, Japan |
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Abstract: | Average cost Markov decision processes (MDPs) with compact state and action spaces and bounded lower semicontinuous cost functions are considered. Kurano [7] has treated the general case in which several ergodic classes and a transient set are permitted for the Markov process induced by any randomized stationary policy under the hypothesis of Doeblin and showed the existence of a minimum pair of state and policy. This paper considers the same case as that discussed in Kurano [7] and proves some new results which give the existence theorem of an optimal stationary policy under some reasonable conditions. |
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Keywords: | Markov decision process average cost criterion Doeblin condition |
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