Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
This paper presents sufficient conditions for the existence of stationary optimal policies for average cost Markov decision processes with Borel state and action sets and weakly continuous transition probabilities. The one-step cost functions may be unbounded, and the action sets may be noncompact. The main contributions of this paper are: …