Optimal policies for constrained average-cost Markov decision processes

被引：0
|
作者：
Juan González-Hernández
César E. Villarreal
机构：
[1] Universidad Nacional Autónoma de México,Departamento de Probabilidad y Estadística, Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas
[2] Universidad Autónoma de Nuevo León,Posgrado en Ingeniería de Sistemas, Facultad de Ingeniería Mecánica y Eléctrica
[3] Ciudad Universitaria,undefined
来源：
TOP | 2011年 / 19卷
关键词：
Markov decision processes; Constraints; Stable measures; 90C40;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We give mild conditions for the existence of optimal solutions for a Markov decision problem with average cost, under m constraints of the same kind, in Borel actions and states spaces. Moreover, there is an optimal policy that is a convex combination of at most m+1 deterministic policies.
引用
收藏
页码：107 / 120
页数：13
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