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arXiv · 2412.01594

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

Eugene A. Feinberg·Pavlo O. Kasyanov·Liliia S. Paliichuk
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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.

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Eugene A. Feinberg, Pavlo O. Kasyanov, Liliia S. Paliichuk. 2024-12-02. Average-Cost MDPs with Infinite State and Action Sets: New Sufficient Conditions for Optimality Inequalities and Equations. https://arxiv.org/abs/2412.01594

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