Optimal stationary policies for a class of countable Markov control processes

Bao Qun Yin; Yan Jie Li; Hong Sheng Xi; Ya Ping Zhou

Optimal stationary policies for a class of countable Markov control processes

Bao Qun Yin^*
, Yan Jie Li
, Hong Sheng Xi
, Ya Ping Zhou

^*Corresponding author for this work

University of Science and Technology of China

Research output: Contribution to journal › Article › peer-review

Abstract

The problems of optimal stationary policies are studied for a class of Markov control processes with countable state spaces and infinite horizon average-cost criteria. The discounted Poisson equation is introduced for these processes. Using the basic properties of infinitesimal generators and performance potentials, the optimality equation is given for the average-cost model on a compact action set, and an existence theorem of the solution to this equation is proved.

Original language	English
Pages (from-to)	43-46
Number of pages	4
Journal	Kongzhi Lilun Yu Yingyong/Control Theory and Applications
Volume	22
Issue number	1
State	Published - Feb 2005
Externally published	Yes

Keywords

Average-cost criteria
Compact action set
Countable Markov control process
Optimal stationary policy
Performance potential

Cite this

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title = "Optimal stationary policies for a class of countable Markov control processes",

abstract = "The problems of optimal stationary policies are studied for a class of Markov control processes with countable state spaces and infinite horizon average-cost criteria. The discounted Poisson equation is introduced for these processes. Using the basic properties of infinitesimal generators and performance potentials, the optimality equation is given for the average-cost model on a compact action set, and an existence theorem of the solution to this equation is proved.",

keywords = "Average-cost criteria, Compact action set, Countable Markov control process, Optimal stationary policy, Performance potential",

author = "Yin, \{Bao Qun\} and Li, \{Yan Jie\} and Xi, \{Hong Sheng\} and Zhou, \{Ya Ping\}",

year = "2005",

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AU - Yin, Bao Qun

AU - Li, Yan Jie

AU - Xi, Hong Sheng

AU - Zhou, Ya Ping

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Y1 - 2005/2

N2 - The problems of optimal stationary policies are studied for a class of Markov control processes with countable state spaces and infinite horizon average-cost criteria. The discounted Poisson equation is introduced for these processes. Using the basic properties of infinitesimal generators and performance potentials, the optimality equation is given for the average-cost model on a compact action set, and an existence theorem of the solution to this equation is proved.

AB - The problems of optimal stationary policies are studied for a class of Markov control processes with countable state spaces and infinite horizon average-cost criteria. The discounted Poisson equation is introduced for these processes. Using the basic properties of infinitesimal generators and performance potentials, the optimality equation is given for the average-cost model on a compact action set, and an existence theorem of the solution to this equation is proved.

KW - Average-cost criteria

KW - Compact action set

KW - Countable Markov control process

KW - Optimal stationary policy

KW - Performance potential

UR - https://www.scopus.com/pages/publications/17244371083

M3 - 文章

AN - SCOPUS:17244371083

SN - 1000-8152

VL - 22

SP - 43

EP - 46

JO - Kongzhi Lilun Yu Yingyong/Control Theory and Applications

JF - Kongzhi Lilun Yu Yingyong/Control Theory and Applications

IS - 1

ER -

Optimal stationary policies for a class of countable Markov control processes

Abstract

Keywords

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