Average-Cost MDPs with Infinite State and Action Sets: New Sufficient Conditions for Optimality Inequalities and Equations

2024/12/02 by Eugene A. Feinberg, Pavlo O. Kasyanov, Feinberg, Eugene A. +3
Engineering · #90C39 #90C40 #FOS: Mathematics #Optimization and Control (math.OC) #Process Optimization and Integration

paper · pdf · doi:10.48550/arxiv.2412.01594

openalex publication_date 2024/12/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for the validity of optimality inequalities and optimality equations for MDPs with weakly and setwise continuous transition probabilities. These inequalities and equations imply the existence of deterministic optimal policies.

Related

• MDPs with Setwise Continuous Transition Probabilities
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• Average-Cost Markov Decision Processes with Weakly Continuous Transition\n Probabilities
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• Average optimality for continuous-time Markov decision processes under weak continuity conditions