most citedOn the existence of optimal stationary policies for average Markov decision processes with countable states

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math.OC2020★ 1 cited

On the existence of optimal stationary policies for average Markov decision processes with countable states

Li Xia, Xianping Guo, Xi-Ren Cao

For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence condi…