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.
| Autores principales: | , |
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| Formato: | Artículo |
| Lenguaje: | inglés |
| Publicado: |
2009
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| Materias: | |
| Acceso en línea: | http://eprints.uanl.mx/1957/1/Top.pdf |
| _version_ | 1824368100009574400 |
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| author | González Hernández, Juan Villarreal, César Emilio |
| author_facet | González Hernández, Juan Villarreal, César Emilio |
| author_sort | González Hernández, Juan |
| collection | Repositorio Institucional |
| description | 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. |
| format | Article |
| id | eprints-1957 |
| institution | UANL |
| language | English |
| publishDate | 2009 |
| record_format | eprints |
| spelling | eprints-19572024-03-07T18:15:46Z http://eprints.uanl.mx/1957/ Optimal policies for constrained average-cost Markov decision processes González Hernández, Juan Villarreal, César Emilio QA Matemáticas, Ciencias computacionales 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. 2009-07-02 Article PeerReviewed application/pdf en http://eprints.uanl.mx/1957/1/Top.pdf http://eprints.uanl.mx/1957/1.haspreviewThumbnailVersion/Top.pdf González Hernández, Juan y Villarreal, César Emilio (2009) Optimal policies for constrained average-cost Markov decision processes. Top. ISSN 1863-8279 (Por publicarse) http://www.springer.com/business+%26+management/operations+research/journal/11750 |
| spellingShingle | QA Matemáticas, Ciencias computacionales González Hernández, Juan Villarreal, César Emilio Optimal policies for constrained average-cost Markov decision processes |
| thumbnail | https://rediab.uanl.mx/themes/sandal5/images/online.png |
| title | Optimal policies for constrained average-cost Markov decision processes |
| title_full | Optimal policies for constrained average-cost Markov decision processes |
| title_fullStr | Optimal policies for constrained average-cost Markov decision processes |
| title_full_unstemmed | Optimal policies for constrained average-cost Markov decision processes |
| title_short | Optimal policies for constrained average-cost Markov decision processes |
| title_sort | optimal policies for constrained average cost markov decision processes |
| topic | QA Matemáticas, Ciencias computacionales |
| url | http://eprints.uanl.mx/1957/1/Top.pdf |
| work_keys_str_mv | AT gonzalezhernandezjuan optimalpoliciesforconstrainedaveragecostmarkovdecisionprocesses AT villarrealcesaremilio optimalpoliciesforconstrainedaveragecostmarkovdecisionprocesses |