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Reformulation of the linear program for completely ergodic MDPs with average cost criteria

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Published in 2017 at "Optimization Letters"

DOI: 10.1007/s11590-017-1111-3

Abstract: In this paper, we study discrete infinite-time horizon undiscounted finite-state and finite-action $$\textit{MDP}$$MDPs with average cost criteria. Based on a combinatorial approach, we show that completely ergodic $$\textit{MDP}$$MDPs can be reduced to a generalized minimum… read more here.

Keywords: cost criteria; mdps average; average cost; completely ergodic ... See more keywords