Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities
Optimization and Control
2021-09-30 v3
Abstract
This paper studies average-cost Markov decision processes with semi-uniform Feller transition probabilities. This class of MDPs was recently introduced by the authors to study MDPs with incomplete information. This paper studies the validity of optimality inequalities, the existence of optimal policies, and the approximations of optimal policies by policies optimizing total discounted costs.
Cite
@article{arxiv.2103.13256,
title = {Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities},
author = {Eugene A. Feinberg and Pavlo O. Kasyanov and Michael Z. Zgurovsky},
journal= {arXiv preprint arXiv:2103.13256},
year = {2021}
}
Comments
arXiv admin note: text overlap with arXiv:2011.01325, arXiv:1903.11629