Average-cost MDPs with infinite state and action sets: New sufficient conditions for optimality inequalities and equations
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.
Fields of Study & Subjects
Adaptive Dynamic Programming Control
Probability and Statistical Research
Reinforcement Learning in Robotics
Publication details
- Journal / source
- Communications in Optimization Theory
- Volume
- 2026
- Issue
- 1
- Publication date
- 1 January 2026