Average optimal stationary policies and linear programming in countable space Markov decision processes

Average optimal stationary policies in countable space Markov decision processes and optimal solutions of an associated infinite dimensional linear program are discussed. Using the theory of linear programming in abstract spaces, sufficient conditions for the existence of optimal solutions are prese...

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Vydáno v:IEEE Conference on Decision and Control s. 3325 - 3327 vol.4
Hlavní autor: Lasserre, J.B.
Médium: Konferenční příspěvek
Jazyk:angličtina
Vydáno: IEEE 1992
Témata:
Linear programming
Space stations
Sufficient conditions
ISBN:9780780308725, 0780308727
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Shrnutí:Average optimal stationary policies in countable space Markov decision processes and optimal solutions of an associated infinite dimensional linear program are discussed. Using the theory of linear programming in abstract spaces, sufficient conditions for the existence of optimal solutions are presented, and some previous ones are interpreted.< >
ISBN:9780780308725
0780308727
DOI:10.1109/CDC.1992.371023