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Average optimality inequality 2 Continuous-time Markov decision process 2 General state space 2 Optimal stationary policy 2 Unbounded cost 2
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Undetermined 2
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Article 2
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Zhu, Quanxin 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
Showing 1 - 2 of 2
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Average optimality inequality for continuous-time Markov decision processes in Polish spaces
Zhu, Quanxin - In: Mathematical Methods of Operations Research 66 (2007) 2, pp. 299-313
nonnegative (or nonpositive), from the average optimality inequality we prove the existence of an average optimal stationary … optimality inequality by using the well-known “vanishing discounting factor approach”. Then, when the cost (or reward) rates are … rates are allowed to be unbounded. We propose another set of conditions under which we first establish one average …
Persistent link: https://www.econbiz.de/10010999702
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Cover Image
Average optimality inequality for continuous-time Markov decision processes in Polish spaces
Zhu, Quanxin - In: Computational Statistics 66 (2007) 2, pp. 299-313
nonnegative (or nonpositive), from the average optimality inequality we prove the existence of an average optimal stationary … optimality inequality by using the well-known “vanishing discounting factor approach”. Then, when the cost (or reward) rates are … rates are allowed to be unbounded. We propose another set of conditions under which we first establish one average …
Persistent link: https://www.econbiz.de/10010759306
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