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Optimal policies for constrained average-cost Markov decision processes

✍ Scribed by Juan González-Hernández; César E. Villarreal


Book ID
107498379
Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
520 KB
Volume
19
Category
Article
ISSN
1134-5764

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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