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Start Over Subject unbounded costs

1. Constrained optimality problem of Markov decision processes with Borel spaces and varying discount factors

Creator:
Wu, Xiao and Tang, Yanqiu
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
discrete-time Markov decision processes, Borel state and action spaces, varying discount factors, unbounded costs, and constrained optimality problem
Language:
English
Description:
This paper focuses on the constrained optimality of discrete-time Markov decision processes (DTMDPs) with state-dependent discount factors, Borel state and compact Borel action spaces, and possibly unbounded costs. By means of the properties of so-called occupation measures of policies and the technique of transforming the original constrained optimality problem of DTMDPs into a convex program one, we prove the existence of an optimal randomized stationary policies under reasonable conditions.
Rights:
http://creativecommons.org/licenses/by-nc-sa/4.0/ and policy:public