| bibtype |
J -
Journal Article
|
| ARLID |
0432661 |
| utime |
20240103204735.9 |
| mtime |
20141013235959.9 |
| WOS |
000343160900017 |
| DOI |
10.1007/s10957-013-0474-6 |
| title
(primary) (eng) |
A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion |
| specification |
| page_count |
11 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0257061 |
| ISSN |
0022-3239 |
| title
|
Journal of Optimization Theory and Applications |
| volume_id |
163 |
| volume |
2 (2014) |
| page_num |
674-684 |
| publisher |
|
|
| keyword |
Strong sample-path optimality |
| keyword |
Lyapunov function condition |
| keyword |
Stationary policy |
| keyword |
Expected average reward criterion |
| author
(primary) |
| ARLID |
cav_un_auth*0307645 |
| name1 |
Cavazos-Cadena |
| name2 |
R. |
| country |
MX |
|
| author
|
| ARLID |
cav_un_auth*0238984 |
| name1 |
Montes-de-Oca |
| name2 |
R. |
| country |
MX |
|
| author
|
| ARLID |
cav_un_auth*0101196 |
| name1 |
Sladký |
| name2 |
Karel |
| full_dept (cz) |
Ekonometrie |
| full_dept |
Department of Econometrics |
| department (cz) |
E |
| department |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
012/300/02 |
| agency |
PSF Organization |
| country |
US |
| ARLID |
cav_un_auth*0307566 |
|
| project |
| project_id |
171396 |
| agency |
CONACYT (México) and ASCR (Czech Republic) |
| country |
MX |
| ARLID |
cav_un_auth*0307567 |
|
| abstract
(eng) |
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. |
| reportyear |
2015 |
| RIV |
BB |
| num_of_auth |
3 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0237102 |
| cooperation |
| ARLID |
cav_un_auth*0307568 |
| institution |
UAA |
| name |
Departamento de Estadística y Cálculo, Universidad Autónoma Agraria Antonio Narro, Saltillo Coah |
| country |
MX |
|
| cooperation |
| ARLID |
cav_un_auth*0307569 |
| institution |
UAM |
| name |
Departamento de Matemáticas, Universidad Autónoma Metropolitana, Campus Iztapalapa |
| country |
MX |
|
| confidential |
S |
| mrcbT16-e |
MATHEMATICSAPPLIED|OPERATIONSRESEARCHMANAGEMENTSCIENCE |
| mrcbT16-j |
0.773 |
| mrcbT16-s |
1.140 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
66.559 |
| mrcbT16-C |
77.581 |
| mrcbT16-D |
Q2 |
| mrcbT16-E |
Q1 |
| arlyear |
2014 |
| mrcbU34 |
000343160900017 WOS |
| mrcbU63 |
cav_un_epca*0257061 Journal of Optimization Theory and Applications 0022-3239 1573-2878 Roč. 163 č. 2 2014 674 684 Springer |
|