DocumentCode :
1558507
Title :
A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
Author :
Guo, Xianping ; Liu, Ke
Author_Institution :
Dept. of Math., Zhongshan Univ., China
Volume :
46
Issue :
12
fYear :
2001
fDate :
12/1/2001 12:00:00 AM
Firstpage :
1984
Lastpage :
1989
Abstract :
This note deals with continuous-time Markov decision processes with a denumerable state space and the average cost criterion. The transition rates are allowed to be unbounded, and the action set is a Borel space. We give a new set of conditions under which the existence of optimal stationary policies is ensured by using the optimality inequality. Our results are illustrated with a controlled queueing model. Moreover, we use an example to show that our conditions do not imply the existence of a solution to the optimality equations in the previous literature
Keywords :
Markov processes; decision theory; optimal control; queueing theory; Borel space; action set; average cost criterion; continuous-time Markov decision processes; controlled queueing model; denumerable state space; optimal control; optimality conditions; unbounded transition rates; Cost function; Dynamic programming; Equations; Information management; Laboratories; Mathematics; Process control; State-space methods; Stochastic processes; Systems engineering and theory;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/9.975505
Filename :
975505
Link To Document :
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