Title :
Blackwell optimality in Markov decision processes with a Borel state space
Author :
Yushkevich, Alexander A.
Author_Institution :
Univ. of North Carolina, Charlotte, NC, USA
Abstract :
We prove the existence of stationary Blackwell optimal policies in Markov decision processes with a Borel state space, compact action sets and bounded, continuous in action transition densities and rewards. A simultaneous Doeblin-type condition in terms of transition densities is assumed
Keywords :
Markov processes; decision theory; dynamic programming; set theory; Blackwell optimality; Borel state space; Markov decision processes; compact action sets; rewards; simultaneous Doeblin-type condition; stationary Blackwell optimal policies; transition densities; Dynamic programming; Extraterrestrial measurements; Space stations; State-space methods; Topology;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657841
