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A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities |
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| Authors: | Anna Jaśkiewicz |
| Institution: | 1. Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland, on leave from Institute of Mathematics and Computer Science, Wroc?aw University of Technology , Wroc?aw, Poland ajaskiew@im.pwr.wroc.pl |
| Abstract: | Semi-Markov control processes with Feller (also known as weakly continuous) transition probabilities and unbounded cost functions are considered. We give sufficient conditions for the existence of a lower semicontinuous and continuous solutions to the average cost optimality equation. The proof is based on a fixed point argument. |
| Keywords: | Average cost optimality equation Borel state space Semi-Markov decision process |