Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies-Reference-Cited by-同舟云学术

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Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies

Published:2020-01 Issue:4 Volume:58 Page:2469-2502
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Yu Huizhen

Funder

DeepMind

Alberta Innovates

Alberta Machine Intelligence Institute

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

https://epubs.siam.org/doi/pdf/10.1137/19M1239507

Reference40 articles.

1. Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

2. Invariant problems in dynamic programming- average reward criterion

3. A Borel Set Not Containing a Graph

4. The Optimal Reward Operator in Dynamic Programming

5. A counterexample on the optimality equation in Markov decision chains with the average cost criterion

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On Strategic Measures and Optimality Properties in Discrete-Time Stochastic Control with Universally Measurable Policies;Mathematics of Operations Research;2023-10-24

2. Convex analytic method revisited: Further optimality results and performance of deterministic policies in average cost stochastic control;Journal of Mathematical Analysis and Applications;2023-01

3. On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies;Journal of Mathematical Analysis and Applications;2022-05

4. On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs;Mathematics of Operations Research;2021-12-15

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