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Nearly optimal stationary policies in negative dynamic programming. (English) Zbl 0937.90114

Summary: This work concerns controlled Markov chains with denumerable state space and discrete time parameter. The reward function is assumed to be \(\leq 0\) and the performance of a control policy is measured by the expected total-reward criterion. Within this context, sufficient conditions are given so that the existence of a stationary policy which is \(\varepsilon\)-optimal at every state is guaranteed.

MSC:

90C40 Markov and semi-Markov decision processes
90C39 Dynamic programming
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