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2021 | OriginalPaper | Chapter

Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities

Authors : Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky

Published in: Modern Trends in Controlled Stochastic Processes:

Publisher: Springer International Publishing

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Abstract

This paper studies average-cost Markov decision processes with semi-uniform Feller transition probabilities. This class of MDPs was recently introduced by the authors to study MDPs with incomplete information. This paper studies the validity of optimality inequalities, the existence of optimal policies, and the approximations of optimal policies by policies optimizing total discounted costs.

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next chapter First Passage Exponential Optimality Problem for Semi-Markov Decision Processes
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Metadata
Title
Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities
Authors
Eugene A. Feinberg
Pavlo O. Kasyanov
Michael Z. Zgurovsky
Copyright Year
2021
Book
Modern Trends in Controlled Stochastic Processes:

Print ISBN: 978-3-030-76927-7

Electronic ISBN: 978-3-030-76928-4

Copyright Year: 2021

DOI
https://doi.org/10.1007/978-3-030-76928-4_1

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