在平均费用准则下,证明了最优平稳策略的存在性。
It is proved that an optimal stationary policy exists under the criterion of long-run average cost.
基于性能势方法,导出了由最优平稳策略所满足的最优性方程。
Based on a potential approach, the optimality equations satisfied by the optimal stationary policies are derived.
最后给出一个求解最优平稳策略的迭代算法,并提供一个数值例子以表明该算法的应用。
Finally an iteration algorithm to find an optimal stationary policy is proposed, and an numerical example is provided to (illustrate) the application of the algorithm.
特别是证明了:一随机平稳策略,它在(c)上是最优的充要条件是它可表为若干个决定性平稳最优策略的凸组合。
It is shown that the randomized stationary policy is an optimal policy in m (c) if and only if it is convex combination of some deterministic stationary optimal policies.
特别是证明了:一随机平稳策略,它在(c)上是最优的充要条件是它可表为若干个决定性平稳最优策略的凸组合。
It is shown that the randomized stationary policy is an optimal policy in m (c) if and only if it is convex combination of some deterministic stationary optimal policies.
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