DocumentCode
2403772
Title
Average optimal stationary policies and linear programming in countable space Markov decision processes
Author
Lasserre, Jean B.
fYear
1992
fDate
1992
Firstpage
3325
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location
Tucson, AZ
Print_ISBN
0-7803-0872-7
Type
conf
DOI
10.1109/CDC.1992.371023
Filename
371023
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