Abstract
This paper is a sequel to Kurano [1,2], in which average cost Markov decision process (MDPs) with compact state and action spaces have been considered under the hypothesis of Doeblin and the existence of optimal stationary policies has been shown. The objective of this paper is to give the functional characterization. That is, we derive optimality inequalities for MDPs under the hypothesis of Doeblin and prove the validity of them under some reasonable conditions.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
