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

Oscar Vega-Amaya*

*Autor correspondiente de este trabajo

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

7 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Páginas (desde-hasta)978-985
Número de páginas8
PublicaciónJournal of Mathematical Analysis and Applications
Volumen426
N.º2
DOI
EstadoPublicada - 15 jun. 2015

Nota bibliográfica

Publisher Copyright:
© 2015 Elsevier Inc.

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