Average-Cost MDPs with Infinite State and Action Sets: New Sufficient Conditions for Optimality Inequalities and Equations
Optimization and Control
2025-01-28 v2
Abstract
This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for { the} validity of optimality inequalities and optimality equations for MDPs with weakly and setwise continuous transition probabilities. These inequalities and equations imply the existence of deterministic optimal policies.
Keywords
Cite
@article{arxiv.2412.01594,
title = {Average-Cost MDPs with Infinite State and Action Sets: New Sufficient Conditions for Optimality Inequalities and Equations},
author = {Eugene A. Feinberg and Pavlo O. Kasyanov and Liliia S. Paliichuk},
journal= {arXiv preprint arXiv:2412.01594},
year = {2025}
}