Optimality of mixed policies for average continuous-time Markov decision processes with constraints

Guo, X and Zhang, Y ORCID: 0000-0002-3200-6306 (2016) Optimality of mixed policies for average continuous-time Markov decision processes with constraints. Mathematics of Operations Research, 41 (4). pp. 1161-1207.

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Abstract

This article concerns the average criteria for continuous-time Markov decision processes with N constraints. We show the following; (a) every extreme point of the space of performance vectors corresponding to the set of stable measures is generated by a deterministic stationary policy; and (b) there exists a mixed optimal policy, where the mixture is over no more than N + 1 deterministic stationary policies.

Item Type:	Article
Additional Information:	## TULIP Type: Articles/Papers (Journal) ##
Uncontrolled Keywords:	continuous-time Markov decision processes, average criteria, mixed policy, constrained optimality
Depositing User:	Symplectic Admin
Date Deposited:	01 Jul 2016 15:17
Last Modified:	19 Jan 2023 07:35
DOI:	10.1287/moor.2015.0777
Related URLs:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3001984