Title of article :
Average Optimal Stationary Policies and Linear Programming in Countable Space Markov Decision Processes
Author/Authors :
J.B. Lasserre، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1994
Pages :
17
From page :
233
To page :
249
Abstract :
We relate average optimal stationary policies in countable space Markov decision processes and optimal solutions of an associated infinite dimensional linear program. Using the theory of linear programming in abstract spaces, sufficient conditions for existence of optimal solutions are presented and some previous ones are interpreted.
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
1994
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
938108
Link To Document :
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