On the uniqueness of solutions to the Poisson equations for average cost Markov chains with unbounded cost functions.
Sandjai BhulaiFlora M. SpieksmaPublished in: Math. Methods Oper. Res. (2003)
Keyphrases
- markov chain
- finite state
- average cost
- cost function
- steady state
- transition probabilities
- markov process
- long run
- markov decision processes
- state space
- markov model
- stationary distribution
- transition matrix
- markov processes
- finite horizon
- stochastic process
- markov decision chains
- random walk
- initial state
- optimal policy
- linear programming
- probabilistic automata
- holding cost
- infinite horizon
- random numbers
- markov decision process
- finite number
- policy iteration
- total cost
- state dependent
- machine learning