A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion

0432661 20240103204735.920141013235959.9 000343160900017 10.1007/s10957-013-0474-6 A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion 11 s. P cav_un_epca*02570610022-3239Journal of Optimization Theory and Applications1632 (2014)674-684Springer Strong sample-path optimality Lyapunov function condition Stationary policy Expected average reward criterion cav_un_auth*0307645 Cavazos-Cadena R. MX cav_un_auth*0238984 Montes-de-Oca R. MX cav_un_auth*0101196 Sladký Karel Ekonometrie Department of Econometrics E E UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2014/E/sladky-0432661.pdf 012/300/02 PSF Organization US cav_un_auth*0307566 171396 CONACYT (México) and ASCR (Czech Republic) MX cav_un_auth*0307567 This note deals with Markov decision chains evolving on a denumerable state space. Under standard continuity compactness requirements, an explicit example is provided to show that, with respect to a strong sample-path average reward criterion, the Lyapunov function condition does not ensure the existence of an optimal stationary policy. 2015 BB 3 RVO:67985556 http://hdl.handle.net/11104/0237102 cav_un_auth*0307568 UAA Departamento de Estadística y Cálculo, Universidad Autónoma Agraria Antonio Narro, Saltillo Coah MX cav_un_auth*0307569 UAM Departamento de Matemáticas, Universidad Autónoma Metropolitana, Campus Iztapalapa MX S MATHEMATICSAPPLIED|OPERATIONSRESEARCHMANAGEMENTSCIENCE 0.773 1.140 Q1 66.559 77.581 Q2 Q1 2014 000343160900017 WOS cav_un_epca*0257061 Journal of Optimization Theory and Applications 0022-3239 1573-2878 Roč. 163 č. 2 2014 674 684 Springer