On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities

Oscar Vega-Amaya

doi:10.1016/j.jmaa.2015.02.007

On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities

Oscar Vega-Amaya^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

This note deals with average cost Markov decision processes with Borel state and control spaces, possibly unbounded costs and non-compact action subsets under the assumption of weak continuity of the transition law. It provides an elementary proof of the existence of average cost optimal stationary policies using the vanishing discount factor approach.

Original language	English
Pages (from-to)	978-985
Number of pages	8
Journal	Journal of Mathematical Analysis and Applications
Volume	426
Issue number	2
DOIs	https://doi.org/10.1016/j.jmaa.2015.02.007
State	Published - 15 Jun 2015

Bibliographical note

Publisher Copyright:
© 2015 Elsevier Inc.

Keywords

Average cost criterion
Markov decision processes
Vanishing discount factor approach

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10.1016/j.jmaa.2015.02.007

Cite this

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title = "On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities",

abstract = "This note deals with average cost Markov decision processes with Borel state and control spaces, possibly unbounded costs and non-compact action subsets under the assumption of weak continuity of the transition law. It provides an elementary proof of the existence of average cost optimal stationary policies using the vanishing discount factor approach.",

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KW - Average cost criterion

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KW - Vanishing discount factor approach

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DO - 10.1016/j.jmaa.2015.02.007

M3 - Artículo

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JO - Journal of Mathematical Analysis and Applications

JF - Journal of Mathematical Analysis and Applications

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ER -

On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities

Abstract

Bibliographical note

Keywords

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