论文信息 - RECURRENCE CONDITIONS IN DENUMERABLE STATE MARKOV DECISION PROCESSES

RECURRENCE CONDITIONS IN DENUMERABLE STATE MARKOV DECISION PROCESSES

This paper considers an undiscounted semi-Markov decision problem with denumerable state space and compact metric action spaces. Recurrence conditions on the transition probability matrices associated with the stationary policies are considered and relations between these conditions are established. Also it is shown that under each of these conditions the optimality equation for the average costs has a bounded solution.

[1] Karel Sladký,et al. Sensitive Optimality Criteria in Countable State Dynamic Programming , 1977, Math. Oper. Res..

[2] P. Schweitzer,et al. The asymptotic behaviour of the minimal total expected cost for the denumerable state Markov decision model : (prepublication) , 1975 .

[3] C. Derman. DENUMERABLE STATE MARKOVIAN DECISION PROCESSES: AVERAGE COST CRITERION. , 1966 .

[4] A. Federgruen,et al. The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms , 1978 .

[5] A. Hordijk. Regenerative Markov decision models , 1976 .

[6] Manfred SchÄl,et al. Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal , 1975 .

[7] A. Federgruen,et al. A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices : (preprint) , 1978 .

[8] H. Tijms,et al. Exponential convergence of products of stochastic matrices , 1977 .

[9] P. Schweitzer. Iterative solution of the functional equations of undiscounted Markov renewal programming , 1971 .