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

页码：107 / 120

页数：13

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