Abstract
The objective of this paper is to study the linear programming for countable state average reward Markov decision processes with multiple cost constraints. A corresponding linear programming and its dual are formulated and their solvability and absence of a duality gap are proved under some reasonable conditions. Also, the ergodic assumption derives the existence of a constrained optimal stationary policy.
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.
