Denumerable State Markov Decision Processes with Unbounded Costs.
Abstract
The report establishes sufficient conditions for both the existence of stationary optimal policies and the optimality of stationary policies in Markov decision processes with unbounded costs. The optimization criteria considered are minimum expected discounted cost over an infinite horizon and minimum expected average cost per unit time. Sufficient conditions that one may frequently establish in applications are given for the existence of a stationary optimal policy for both optimization criteria. (Modified author abstract)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1974
- Accession Number
- AD0777392
Entities
People
- Frank C. Reed
Organizations
- Naval Air Weapons Station China Lake