A policy improvement method for constrained average Markov decision processes

초록

This brief paper presents a policy improvement method for constrained Markov decision processes (MDPs) with average cost criterion under an ergodicity assumption, extending Howard's policy improvement for MDPs. The improvement method induces a policy iteration-type algorithm that converges to a local optimal policy. (c) 2006 Elsevier B.V. All rights reserved.

키워드