Abstract
The paper considers Markov decision processes with a Borel state space, finite action sets, bounded rewards, and a bounded transition density satisfying a simultaneous Doeblin-type recurrence condition. The existence of stationary strong 0-discount optimal and Blackwell optimal policies is proved. A characterization of those policies in terms of the average optimality equation (the infinite dimensional lexicographical optimality equation, respectively) is given.
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.
