Strong 0-discount optimal policies in a Markov decision process with a Borel state space |
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Authors: | A. A. Yushkevich |
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Affiliation: | (1) Department of Mathematics, University of North Carolina at Charlotte, 28223 Charlotte, NC, USA |
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Abstract: | We consider a Markov decision process with a Borel state space, a countable action space, finite action sets, bounded rewards and a bounded transition density satisfying a simultaneous Doeblin condition. The existence of stationary strong 0-discount optimal polices is proved.Supported by NSF grant DMS-9404177. |
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Keywords: | Markov decision process discrete time Borel state space strong 0-discount optimality |
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