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DOI: 10.23952/cot.2026.17
Received September 30, 2024; Accepted February 2, 2025; Published online February 8, 2026
Abstract. This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for the validity of optimality inequalities and optimality equations for MDPs with weakly and setwise continuous transition probabilities. These inequalities and equations imply the existence of deterministic optimal policies.
How to Cite this Article:
E.A. Feinberg, P.O. Kasyanov, L.S. Paliichuk, Average-cost MDPs with infinite state and action sets: New sufficient conditions for optimality inequalities and equations, Commun. Optim. Theory 2026 (2026) 17.