Ghosh, Mrinal K. ; Marcus, Steven I. (1992) On strong average optimality of Markov decision processes with unbounded costs Operations Research Letters, 11 (2). pp. 99-104. ISSN 0167-6377
Full text not available from this repository.
Official URL: http://linkinghub.elsevier.com/retrieve/pii/016763...
Related URL: http://dx.doi.org/10.1016/0167-6377(92)90040-A
Abstract
We consider average Markov decision processes on countable state space, compact action space and with unbounded costs. Under a certain penalizing condition on the cost for unstable behavior, we establish the existence of a stable stationary strategy which is strong average optimal.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Markov Decision Processes; Stationary Strategy; Strong Average Optimal; Unbounded Cost |
| ID Code: | 11852 |
| Deposited On: | 13 Nov 2010 13:48 |
| Last Modified: | 02 Jun 2011 08:26 |
Repository Staff Only: item control page
