| Title:
|
Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs (English) |
| Author:
|
Cavazos-Cadena, Rolando |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
25 |
| Issue:
|
3 |
| Year:
|
1989 |
| Pages:
|
145-156 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60J05 |
| MSC:
|
90C40 |
| idZBL:
|
Zbl 0673.90092 |
| idMR:
|
MR1010178 |
| . |
| Date available:
|
2009-09-24T18:11:16Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125085 |
| . |
| Reference:
|
[1] A. Hordijk: Dynamic Programming and Potential Theory.(Mathematical Centre Tract 51.) Mathematisch Centrum, Amsterdam 1974. MR 0432227 |
| Reference:
|
[2] D. P. Heyman, M. J. Sobel: Stochastic Models in Operations Research, Vol. II.McGraw-Hill, New York 1984. Zbl 0531.90062 |
| Reference:
|
[3] J. Dugundji: Topology.Allyn and Bacon, Boston 1966. Zbl 0144.21501, MR 0193606 |
| Reference:
|
[4] L. C. Thomas: Connectedness conditions for denumerable state Markov decision processes.In: Recent Developments in Markov Decision Processes (Hartley, Thomas, White, eds.), Academic Press, New York 1981, pp. 181-204. |
| Reference:
|
[5] L. I. Sennott: A new condition for the existence of optimal stationary policies in average cost Markov decision processes.Oper. Res. Lett. 5 (1986), 17-23. Zbl 0593.90083, MR 0845763 |
| Reference:
|
[6] L. I. Sennott: A new condition for the existence of optimum stationary policies in average cost Markov decision processes -- unbounded cost case.Proceedings of the 25th IEEE Conf. on Dec. and Control, Athens, Greece 1986, pp. 1719-1721. |
| Reference:
|
[7] L. I. Sennott: Average cost optimal stationary policies in infinite state Markov decision processes -- Existence and an algorithm.Submitted (1987). |
| Reference:
|
[8] M. Loève: Probability Theory I.Springer-Verlag, New York--Berlin--Heidelberg 1977. MR 0651017 |
| Reference:
|
[9] P. Nain, K. W. Ross: Optimal priority assignement with hard constraints.Submitted to IEEE Trans. Automat. Control (1986). MR 0855542 |
| Reference:
|
[10] R. Cavazos-Cadena: Necessary conditions for the optimality equation in average-reward Markov decision processes.Appl. Math. Optim. 19 (1989), 1, 97-112. Zbl 0663.90094, MR 0955092 |
| Reference:
|
[11] R. Cavazos-Cadena: Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains.System Control Lett. 10 (1988), 71-78. Zbl 0645.90099, MR 0920807 |
| Reference:
|
[12] R. B. Ash: Real Analysis and Probability.Academic Press, New York 1972. MR 0435320 |
| Reference:
|
[13] S. M. Ross: Applied Probability Models with Optimization Applications.Holden-Day, San Francisco 1970. Zbl 0213.19101, MR 0264792 |
| Reference:
|
[14] S. M. Ross: Introduction to Stochastic Dynamic Programming.Academic Press, New York 1983. Zbl 0567.90065, MR 0749232 |
| . |
