具有平均费用的非平稳Markov决策过程

NONSTATIONARY MARKOV DECISION PROCESSES WITH AVERAGE COST

本文研究了在一般状态空间具有平均费用的非平稳Ｍａｒｋｏｖ决策过程，把在平稳情形用补充的折扣模型的最优方程来建立平均费用的最优方程的结果，推广到非平稳的情形．利用这个结果证明了最优策略的存在性．

A nonstationary Markov decision processes with average cost is investigated in the case of the general state space. The results of the optimality equations for average cost established by the optimality equations of a complement discounted model under the case of stationary are extended to the case of nonstationary. By use of this result,the existence of an optimal policy is proved.