Optimal policies for constrained average-cost Markov decision processes
We give mild conditions for the existence of optimal solutions for a Markov decision problem with average cost, under m constraints of the same kind, in Borel actions and states spaces. Moreover, there is an optimal policy that is a convex combination of at most m + 1 deterministic policies.
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
2009
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Subjects: | |
Online Access: | http://eprints.uanl.mx/1957/1/Top.pdf |
Summary: | We give mild conditions for the existence of optimal solutions for a Markov decision problem with average cost, under m constraints of the same kind, in Borel actions and states spaces. Moreover, there is an optimal policy that is a convex combination of at most m + 1 deterministic policies. |
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