Adaptive Markov Control Processes
Adaptive Markov Control Processes
Markov Decision Processes: Discrete Stochastic Dynamic Programming
Markov Decision Processes: Discrete Stochastic Dynamic Programming
Constrained Average Cost Markov Control Processes in Borel Spaces
SIAM Journal on Control and Optimization
Parallel Rollout for Online Solution of Partially Observable Markov Decision Processes
Discrete Event Dynamic Systems
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This brief paper presents a policy improvement method for constrained Markov decision processes (MDPs) with average cost criterion under an ergodicity assumption, extending Howard's policy improvement for MDPs. The improvement method induces a policy iteration-type algorithm that converges to a local optimal policy.