On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes

1991 ◽  
Vol 29 (1) ◽  
pp. 439-469 ◽  
Author(s):  
Emmanuel Fernández-Gaucherand ◽  
Aristotle Arapostathis ◽  
Steven I. Marcus
Keyword(s):  
Markov Decision Processes ◽  
Average Cost ◽  
Decision Processes ◽  
Optimality Equation ◽  
Optimal Policies ◽  
Markov Decision ◽  
Partially Observable Markov ◽  
Partially Observable ◽  
Average Cost Optimality Equation ◽  
Cost Optimality

scholarly journals Explicit Solution of the Average-Cost Optimality Equation for a Pest-Control Problem

2011 ◽  
Vol 2011 ◽  
pp. 1-11
Author(s):  
Epaminondas G. Kyriakidis
Keyword(s):  
Optimal Control ◽  
Markov Decision Process ◽  
Pest Control ◽  
Continuous Time ◽  
Decision Process ◽  
Average Cost ◽  
Optimality Equation ◽  
Markov Decision ◽  
Average Cost Optimality Equation ◽  
Cost Optimality

We introduce a Markov decision process in continuous time for the optimal control of a simple symmetrical immigration-emigration process by the introduction of total catastrophes. It is proved that a particular control-limit policy is average cost optimal within the class of all stationary policies by verifying that the relative values of this policy are the solution of the corresponding optimality equation.

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