A note on optimality conditions for continuous-time Markov decision processes with average cost criterion

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	A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
	Guo, XP ; Liu, K
	2001-12-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	46 期号:12 页码:1984-1989
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.
关键词	average cost criterion continuous-time Markov decision processes (MDPs) optimal stationary policies optimality inequality
语种	英语
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000173370600021
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15830
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.