𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The average cost optimality equation for Markov control processes on Borel spaces

✍ Scribed by Raúl Montes-de-Oca

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
353 KB
Volume
22
Category
Article
ISSN
0167-6911

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Discounted Cost Markov Decision Processe
Discounted Cost Markov Decision Processes on Borel Spaces: The Linear Programming Formulation
✍ O. Hernandezlerma; D. Hernandezhernandez 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 557 KB

This paper is concerned with the linear programming formulation of Markov decision processes (or stochastic dynamic programs) with Borel state and action spaces and the discounted cost criterion. The one-stage cost function may be unbounded. A linear program and its dual are introduced, for which is