• DocumentCode
    2098946
  • Title

    Weak conditions for average optimality in Markov control processes

  • Author

    Hernández-Lerma, O. ; Lasserre, J.B.

  • Author_Institution
    CINVESTAV-IPN, Mexico City, Mexico
  • fYear
    1993
  • fDate
    15-17 Dec 1993
  • Firstpage
    387
  • Abstract
    Considers the vanishing-discount-factor approach to investigate average optimality in Markov control processes with Borel state and action spaces. Under weak assumptions on the discounted differential value function the authors derive existence of average optimal stationary policies for initial states in a possibly proper subset of the state space. This is in contrast to previous works where an implicit “unichain” assumption ensures optimality for all initial states
  • Keywords
    Markov processes; discrete time systems; state-space methods; stochastic systems; Borel state spaces; Markov control processes; action spaces; average optimal stationary policies; average optimality; discounted differential value function; vanishing-discount-factor approach; weak conditions; Cost function; Equations; Optimal control; Process control; Q measurement; Video recording;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
  • Conference_Location
    San Antonio, TX
  • Print_ISBN
    0-7803-1298-8
  • Type

    conf

  • DOI
    10.1109/CDC.1993.325123
  • Filename
    325123