On strong average optimality of markov decision processes with unbounded costs

  • Ghosh M
  • Marcus S
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We consider average Markov decision processes on countable state space, compact action space and with unbounded costs. Under a certain penalizing condition on the cost for unstable behavior, we establish the existence of a stable stationary strategy which is strong average optimal. © 1992.

Author-supplied keywords

  • Markov decision processes
  • stationary strategy
  • strong average optimal
  • unbounded cost

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  • Mrinal K. Ghosh

  • Steven I. Marcus

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