Nonhomogeneous Markov decision processes with Borel state space - The average criterion with nonuniformly bounded rewards

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	Nonhomogeneous Markov decision processes with Borel state space - The average criterion with nonuniformly bounded rewards
	Guo, XP ; Liu, JY ; Liu, K
	2000-11-01
发表期刊	MATHEMATICS OF OPERATIONS RESEARCH
ISSN	0364-765X
卷号	25 期号:4 页码:667-678
摘要	This paper deals with nonhomogeneous Markov decision processes with Borel state space and nonuniformly bounded rewards under the average criterion. First, under the minorant-type assumption we prove the existence of an appropriate solution to the optimality equations. Second, from the optimality equations we also establish the existence of epsilon(greater than or equal to 0)-optimal Markov policies under the additional conditions. Third, some sufficient conditions for the validity of the assumptions in this paper and several examples such as inventory/production systems are provided. Finally, as an application of the optimality equations, a rolling horizon algorithm is given.
关键词	nonhomogeneous Markov decision processes average reward criterion optimality equations epsilon(>= 0)-optimal policies rolling horizon algorithm
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000166210800009
出版者	INST OPERATIONS RESEARCH MANAGEMENT SCIENCES
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15659
专题	应用数学研究所
通讯作者	Guo, XP
作者单位	1.Zhongshan Univ, Dept Math, Asia Pacific Operat Res Ctr, Guangzhou 510275, Peoples R China 2.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, JY,Liu, K. Nonhomogeneous Markov decision processes with Borel state space - The average criterion with nonuniformly bounded rewards[J]. MATHEMATICS OF OPERATIONS RESEARCH,2000,25(4):667-678.
APA	Guo, XP,Liu, JY,&Liu, K.(2000).Nonhomogeneous Markov decision processes with Borel state space - The average criterion with nonuniformly bounded rewards.MATHEMATICS OF OPERATIONS RESEARCH,25(4),667-678.
MLA	Guo, XP,et al."Nonhomogeneous Markov decision processes with Borel state space - The average criterion with nonuniformly bounded rewards".MATHEMATICS OF OPERATIONS RESEARCH 25.4(2000):667-678.