IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v163y2014i2d10.1007_s10957-013-0474-6.html
   My bibliography  Save this article

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion

Author

Listed:
  • Rolando Cavazos-Cadena

    (Universidad Autónoma Agraria Antonio Narro)

  • Raúl Montes-de-Oca

    (Universidad Autónoma Metropolitana)

  • Karel Sladký

    (Institute of Information Theory and Automation)

Abstract

This note deals with Markov decision chains evolving on a denumerable state space. Under standard continuity-compactness requirements, an explicit example is provided to show that, with respect to a strong sample-path average reward criterion, the Lyapunov function condition does not ensure the existence of an optimal stationary policy.

Suggested Citation

  • Rolando Cavazos-Cadena & Raúl Montes-de-Oca & Karel Sladký, 2014. "A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion," Journal of Optimization Theory and Applications, Springer, vol. 163(2), pages 674-684, November.
    • Handle: RePEc:spr:joptap:v:163:y:2014:i:2:d:10.1007_s10957-013-0474-6
    DOI: 10.1007/s10957-013-0474-6
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-013-0474-6
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10957-013-0474-6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hunt, F.Y., 2005. "Sample path optimality for a Markov optimization problem," Stochastic Processes and their Applications, Elsevier, vol. 115(5), pages 769-779, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ghosh, Mrinal K. & Golui, Subrata & Pal, Chandan & Pradhan, Somnath, 2023. "Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion," Stochastic Processes and their Applications, Elsevier, vol. 158(C), pages 40-74.
    2. Amir Ahmadi-Javid & Mohsen Ebadi, 2021. "Economic design of memory-type control charts: The fallacy of the formula proposed by Lorenzen and Vance (1986)," Computational Statistics, Springer, vol. 36(1), pages 661-690, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hachicha, Wafik & Ammeri, Ahmed & Masmoudi, Faouzi & Chachoub, Habib, 2010. "A comprehensive literature classification of simulation optimisation methods," MPRA Paper 27652, University Library of Munich, Germany.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:163:y:2014:i:2:d:10.1007_s10957-013-0474-6. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.