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.

Detalles Bibliográficos
Autores principales: González Hernández, Juan, Villarreal, César Emilio
Formato: Artículo
Lenguaje:English
Publicado: 2009
Materias:
Acceso en línea:http://eprints.uanl.mx/1957/1/Top.pdf