Nearly optimal stationary policies in negative dynamic programming

This work concerns controlled Markov chains with denumerable state space and discrete time parameter. The reward function is assumed to be≤0 and the performance of a control policy is measured by the expected total-reward criterion. Within this context, sufficient conditions are given so that the existence of a stationary policy which is ε-optimal at every state is guaranteed. Copyright Springer-Verlag Berlin Heidelberg 1999

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Year of publication:	1999
Authors:	Cavazos-Cadena, Rolando ; Montes-De-Oca, Raúl
Published in:	Computational Statistics. - Springer. - Vol. 49.1999, 3, p. 441-456
Publisher:	Springer
Subject:	Markov decision processes \| expected total-reward criterion \| negative rewards \| uniformly ε-optimal stationary policies

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010847483