IDEAS home Printed from https://ideas.repec.org/a/spr/mathme/v51y2000i1p115-137.html
   My bibliography  Save this article

Semi-infinite Markov decision processes

Author

Listed:
  • Ming Chen
  • Jerzy A. Filar
  • Ke Liu

Abstract

In this paper discounted and average Markov decision processes with finite state space and countable action set (semi-infinite MDP for short) are discussed. Without ordinary continuity and compactness conditions, for discounted semi-infinite MDP we have shown that by exploiting the results on semi-infinite linear programming due to Tijs [20] our semi-infinite discounted MDP can be approximated by a sequence of finite discounted MDPs and even in a semi-infinite discounted MDP it is sufficient to restrict ourselves to the class of deterministic stationary strategies. For average reward case we still prove that under some conditions the supremum in the class of general strategies is equivalent to the supremum in the class of deterministic stationary strategies. A counterexample shows that these conditions can not be easily relaxed. Copyright Springer-Verlag Berlin Heidelberg 2000

Suggested Citation

  • Ming Chen & Jerzy A. Filar & Ke Liu, 2000. "Semi-infinite Markov decision processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 51(1), pages 115-137, February.
    • Handle: RePEc:spr:mathme:v:51:y:2000:i:1:p:115-137
    DOI: 10.1007/s001860050006
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s001860050006
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s001860050006?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.

    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:51:y:2000:i:1:p:115-137. 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.