A note on optimality conditions for continuous-time Markov decision processes with average cost criterion

被引：25
|
作者：
Guo, XP [1 ]
Liu, K
机构：
[1] Zhongshan Univ, Dept Math, Guangzhou, Peoples R China
[2] Asia Pacific Operat Res Ctr, Seoul, South Korea
[3] Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100864, Peoples R China
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2001年 / 46卷 / 12期
基金：
中国国家自然科学基金;
关键词：
average cost criterion; continuous-time Markov decision processes (MDPs); optimal stationary policies; optimality inequality;
D O I：
10.1109/9.975505
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This note deals with continuous-time Markov decision processes with a denumerable state space and the average cost criterion. The transition rates are allowed to be unbounded, and the action set is a Borel space. We give a new set of conditions under which the existence of optimal stationary policies is ensured by using the optimality inequality. Our results are illustrated with a controlled queueing model. Moreover, we use an example to show that our conditions do not imply the existence of a solution to the optimality equations in the previous literature.
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页码：1984 / 1989
页数：6
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