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arXiv:2103.13256 [math.OC]AbstractReferencesReviewsResources

Markov Decision Processes with Incomplete Information and Semi-Uniform Feller Transition Probabilities

Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky

Published 2021-03-24Version 1

This paper studies average-cost Markov decision processes with semi-uniform Feller transition probabilities. This class of MDPs was recently introduced by the authors to study MDPs with incomplete information. This paper studies the validity of optimality inequalities, the existence of optimal policies, and the approximations of optimal policies by policies optimizing total discounted costs.

Comments: arXiv admin note: text overlap with arXiv:2011.01325
Categories: math.OC
Subjects: 90C40, 90C39
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