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期刊论文

A Note on Optimality Conditions for Continuous-Time Markov Decision Processes With Average Cost Criterion

郭先平Xianping Guo and Ke Liu

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 46, NO.12, DECEMBER 2001,-0001,():

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摘要/描述

This note deals with continuous-time Markov decision processes with a denumerable state space and the average cost criterion. The transition rates are allowed to be unbounded, and the action set is a Borel space. We give a new set of conditions under which the existence of optimal stationary policies is ensured by using the optimality inequality. Our results are illustrated with a controlled queueing model. Moreover, we use an example to show that our conditions do not imply the existence of a solution to the optimality equations in the previous literature.

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