A pause control approach to the value iteration scheme in average Markov decision processes

✍ Scribed by Rolando Cavazos-Cadena

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 124 KB
• Volume: 33
• Category: Article
• ISSN: 0167-6911
• DOI: 10.1016/s0167-6911(97)00096-0

✦ Synopsis

This work concerns average Markov decision chains with denumerable state space. Assuming that the Lyapunov function condition holds, it is shown that the value iteration scheme yields convergent approximations to the solution of the average cost optimality equation. This result is obtained using a particular implementation of the value iteration procedure involving an artiÿcial control action under which the system remains static.