OPTIMAL AVERAGE VALUE CONVERGENCE IN NONHOMOGENEOUS MARKOV DECISION-PROCESSES

被引:13
|
作者
PARK, YS [1 ]
BEAN, JC [1 ]
SMITH, RL [1 ]
机构
[1] UNIV MICHIGAN,DEPT IND & OPERAT ENGN,ANN ARBOR,MI 48109
关键词
D O I
10.1006/jmaa.1993.1367
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We address the undiscounted nonhomogeneous Markov decision process with average reward criterion and prove two structural results. First, we establish equivalence of this problem to a discounted Markov decision process by means of an ergodic coefficient embedded in the original problem. Second, we prove, for the original problem, that the optimal finite horizon average values converge to the infinite horizon optimal average value under an ergodic condition. © 1993 Academic Press, Inc.
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页码:525 / 536
页数:12
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