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期刊论文
LIMITING AVERAGE CRITERIA FOR NONSTATIONARY MARKOV DECISION PROCESSES
SIAM J. OPTIM. Vol. 11, No.4, pp. 1037-1053,-0001,():
This paper deals with the so-called limiting average criteria for nonstationary Markov decision processes with (possibly unbounded) rewards and Borel state space. A new set of conditions is provided, under which the existence of both a solution to the optimality equations and the limiting average
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