Article ID Journal Published Year Pages File Type
1143085 Operations Research Letters 2007 5 Pages PDF
Abstract

This brief paper presents a policy improvement method for constrained Markov decision processes (MDPs) with average cost criterion under an ergodicity assumption, extending Howard's policy improvement for MDPs. The improvement method induces a policy iteration-type algorithm that converges to a local optimal policy.

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Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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A policy improvement method for constrained average Markov decision processes
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