Average-Cost MDPs with Infinite State and Action Sets: New Sufficient Conditions for Optimality Inequalities and Equations

Abstract

This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for { the} validity of optimality inequalities and optimality equations for MDPs with weakly and setwise continuous transition probabilities. These inequalities and equations imply the existence of deterministic optimal policies.