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A unified approach to adaptive control of average reward Markov decision processes

✍ Scribed by G. Hübner


Publisher
Springer
Year
1988
Tongue
German
Weight
446 KB
Volume
10
Category
Article
ISSN
0171-6468

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✍ Rolando Cavazos-Cadena 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 124 KB

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 p