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Strong 0-discount optimal policies in a Markov decision process with a Borel state space
Authors:A. A. Yushkevich
Affiliation:(1) Department of Mathematics, University of North Carolina at Charlotte, 28223 Charlotte, NC, USA
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.
Keywords:Markov decision process  discrete time  Borel state space  strong 0-discount optimality
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