Title :
Weak conditions for average optimality in Markov control processes
Author :
Hernández-Lerma, O. ; Lasserre, J.B.
Author_Institution :
CINVESTAV-IPN, Mexico City, Mexico
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;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325123