Title :
Average optimal stationary policies and linear programming in countable space Markov decision processes
Author :
Lasserre, Jean B.
Abstract :
Average optimal stationary policies in countable space Markov decision processes and optimal solutions of an associated infinite dimensional linear program are discussed. Using the theory of linear programming in abstract spaces, sufficient conditions for the existence of optimal solutions are presented, and some previous ones are interpreted
Keywords :
Cost function; Ear; Linear programming; Performance analysis; Probability distribution; Space stations; State-space methods; Stochastic processes; Sufficient conditions; Vectors;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371023
