DENUMERABLE STATE MARKOVIAN DECISION PROCESSES: AVERAGE COST CRITERION.

Abstract

Markovian decision processes with a countable number of states and average cost criterion are considered. Counterexamples are presented to show that optimal control rules need not exist or if they do exist they may not be of a deterministic stationary Markovian character. Conditions are presented under which optimal rules do exist and are stationary deterministic. Further conditions are presented under which a policy improvement procedure converges to an optimal rule. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 28, 1966
Accession Number
AD0629375

Entities

People

  • Cyrus Derman

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Behavior And Behavior Mechanisms
  • Personality
  • Stationary

Readers

  • Mathematical Modeling and Probability Theory.