Abstract
In this paper, the problem of three kinds of average criteria (totally so-called strong average criterion) for controlled nonhomogeneous Markov chains with possibly unbounded rewards and denumerable state space is studied. We proposed a new set of conditions under which the existence of both a solution to the optimality equations and the strong average ∈-optimal Markov policies is derived by martingale theory. Furthermore, an algorithm for computing strong average ∈(>0)-optimal Markov policies is presented.
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.
