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Asymptotic properties of constrained Markov Decision Processes

โœ Scribed by Eitan Altman


Publisher
Springer
Year
1993
Tongue
English
Weight
906 KB
Volume
37
Category
Article
ISSN
0340-9422

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This brief paper presents a policy improvement method for constrained Markov decision processes (MDPs) with average cost criterion under an ergodicity assumption, extending Howard's policy improvement for MDPs. The improvement method induces a policy iteration-type algorithm that converges to a loca