IDEAS home Printed from https://ideas.repec.org/a/spr/mathme/v61y2005i3p469-482.html
   My bibliography  Save this article

Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions

Author

Listed:
  • Quanxin Zhu
  • Xianping Guo
  • Yonglong Dai

Abstract

This paper deals with denumerable discrete-time Markov decision processes with unbounded costs. The criteria to be minimized are both of the limsup and liminf average criteria, instead of only the limsup average criterion widely used in the previous literature. We give another set of conditions under which the existence of an optimal stationary policy for the two average criteria is ensured. The results in this paper are applied to an admission control queueing model. Copyright Springer-Verlag 2005

Suggested Citation

  • Quanxin Zhu & Xianping Guo & Yonglong Dai, 2005. "Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 61(3), pages 469-482, July.
    • Handle: RePEc:spr:mathme:v:61:y:2005:i:3:p:469-482
    DOI: 10.1007/s001860400408
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s001860400408
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s001860400408?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.

    Citations

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


    Cited by:

    1. Quanxin Zhu, 2007. "Average optimality inequality for continuous-time Markov decision processes in Polish spaces," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(2), pages 299-313, October.
    2. Q. Zhu, 2007. "Sample-path optimality and variance-maximization for Markov decision processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 65(3), pages 519-538, June.

    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:mathme:v:61:y:2005:i:3:p:469-482. 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.

    We have no bibliographic references for this item. You can help adding them by using 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.