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- W2023178539 abstract "This paper deals with discrete-time Markov decision processes with Borel state and action spaces. The criterion to be minimized is the average expected costs, and the costs may have neither upper nor lower bounds. In our former paper (to appear in Journal of Applied Probability), weaker conditions are proposed to ensure the existence of average optimal stationary policies. In this paper, we further study some properties of optimal policies. Under these weaker conditions, we not only obtain two necessary and sufficient conditions for optimal policies, but also give a semimartingale characterization of an average optimal stationary policy." @default.
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- W2023178539 date "2006-04-13" @default.
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- W2023178539 title "A semimartingale characterization of average optimal stationary policies for Markov decision processes" @default.
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- W2023178539 doi "https://doi.org/10.1155/jamsa/2006/81593" @default.
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