A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
文献类型：期刊论文
| 作者 | Guo, XP; Liu, K
|
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2001-12-01 |
| 卷号 | 46期号:12页码:1984-1989 |
| ISSN号 | 0018-9286 |
| 关键词 | average cost criterion continuous-time Markov decision processes (MDPs) optimal stationary policies optimality inequality |
| 英文摘要 | 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. |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| WOS记录号 | WOS:000173370600021 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15829]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Guo, XP |
| 作者单位 | 1.Zhongshan Univ, Dept Math, Guangzhou, Peoples R China 2.Asia Pacific Operat Res Ctr, Seoul, South Korea 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100864, Peoples R China |
| 推荐引用方式 GB/T 7714 | Guo, XP,Liu, K. A note on optimality conditions for continuous-time Markov decision processes with average cost criterion[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2001,46(12):1984-1989. |
| APA | Guo, XP,&Liu, K.(2001).A note on optimality conditions for continuous-time Markov decision processes with average cost criterion.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,46(12),1984-1989. |
| MLA | Guo, XP,et al."A note on optimality conditions for continuous-time Markov decision processes with average cost criterion".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 46.12(2001):1984-1989. |
入库方式： OAI收割
来源：数学与系统科学研究院
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