Acta mathematica scientia,Series A ›› 2000, Vol. 20 ›› Issue (1): 31-35.
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Abstract:
Ｉｎｔｈｉｓｐａｐｅｒ，ｗｅｃｏｎｓｉｄｅｒｔｈｅｓａｍｐｌｅｐａｔｈｏｐｔｉｍａｌｉｔｙｆｏｒｎｏｎｓｔａｔｉｏｎａｒｙ ＭＤＰｗｉｔｈａｒｂｉｔｒａｒｙｓｔａｔｅａｎｄａｃｔｉｏｎｓｐａｃｅｓｕｎｄｅｒａｖｅｒａｇｅｃｒｉｔｅｒｉｏｎ．Ｂｙｔｈｅｍａｒｔｉｎｇａｌｅｔｈｅｏｒｙ，ｗｅｐｒｏｖｅｔｈｅｅｘｉｓｔｅｎｃｅｏｆｏｐｔｉｍａｌＭａｒｋｏｖｐｏｌｉｃｉｅｓｕｎｄｅｒｔｈｅｗｅａｋｅｒｇｏｄｉｃｃｏｎｄｉｔｉｏｎｓ，ａｎｄｔｈｅｎｅｘｔｅｎｄｔｈｅｍａｉｎｒｅｓｕｌｔｓｏｂｔａｉｎｅｄｂｙＡ．Ａｒｏｐｏｓｔａｔｈｉｓ，Ｖ．Ｂｏｒｋａｒ，Ｅ．Ｆ．Ｇａｕｃｈｅｒａｎｄ，Ｍ．ＧｈｏｓｈａｎｄＳ．Ｍａｒｃｕｓ［１］（１９９３）
Key words: Ｍａｒｋｏｖｄｅｃｉｓｉｏｎｐｒｏｇｒａｍｍｉｎｇ （ＭＤＰ）, Ａｖｅｒａｇｅｓａｍｐｌｅｐａｔｈｃｒｉｔｅｒｉｏｎ, Ｎｏｎｓｔａｔｉｏｎａｒｙ, ＯｐｔｉｍａｌＭａｒｋｏｖｐｏｌｉｃｉｅｓ
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GUO Xian-Beng. The sample path optimality for nonstationary MDP with Average criterion[J].Acta mathematica scientia,Series A, 2000, 20(1): 31-35.
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１ ＡｒａｐｏｓｔａｔｈｉｓＡ，ＢｏｒｋａｒＶ，ＧａｕｃｈｅｒａｎｄＥＦ，Ｇｈｏｓｈ Ｍ，ＭａｒｃｕｓＳ．Ｄｉｓｃｒｅｔｅｔｉｍｅｃｏｎｔｒｏｌｌｅｄ Ｍａｒｋｏｖｐｒｏｃｅｓｓｅｓｗｉｔｈａｖｅｒａｇｅｃｏｓｔｃｒｉｔｅｒｉｏｎ：ａｓｕｒｖｅｙ．ＳＩＡＭＪＣｏｎｔｒｏｌａｎｄＯｐｔｉｍｉｚａｔｉｏｎ，１９９３，３１（２）：２８２－３４４ ２ ＨｉｎｄｅｒｅｒＫ．Ｆｏｕｎｄａｔｉｏｎｓｏｆｎｏｎｓｔａｔｉｏｎａｒｙｄｙｎａｍｉｃｐｒｏｇｒａｍｍｉｎｇｗｉｔｈｄｉｓｃｒｅｔｅｔｉｍｅｐａｒａｍｅｔｅｒ．Ｎｅｗ Ｙｏｒｋ：ＳｐｒｉｎｇｅｒＶｅｒｌａｇ，１９７０ ３ ＲｏｌａｎｄｏＣＣ，ＥｍａｎｕｅｌＦＧ．Ｄｅｎｕｍｅｒａｂｌｅｃｏｎｔｒｏｌｌｅｄ Ｍａｒｋｏｖｃｈａｉｎｓｗｉｔｈａｖｅｒａｇｅｒｅｗａｒｄｃｒｉｔｅｒｉｏｎ：ｓａｍｐｌｅｐａｔｈｏｐｔｉｍａｌｉｔｙ，ＺＯＲＭａｔｈｅＭｅｔｈｏｄｓ．ＯｐｅｒＲｅｓ，１９９５，４１：８９－１０８ ４ ＬｅｒｍａＯ．Ａｄａｐｔｉｖｅｍａｒｋｏｖｃｏｎｔｒｏｌｌｅｄｐｒｏｃｅｓｓｅｓ．Ｎｅｗ Ｙｏｒｋ：ＳｐｒｉｎｇｅｒＶｅｒｌａｇ，１９８９ ５ ＰａｒｋＹ，ＢｅａｎＩＣ，ＳｍｉｔｈＲＬ．ＯｐｔｉｍａｌａｖｅｒａｇｅｖａｌｕｅｃｏｎｖｅｎｇｅｎｃｅｉｎｎｏｎｈｏｍｏｇｅｎｅｏｕｓＭａｒｋｏｖｄｅｃｉｓｉｏｎｐｒｏｃｅｓｓｅｓ．Ｊ ＭａｔｈＡｎａｌＡｐｐ，１９９３，１７９：５２６－５３６ ６ 魏力仁，郭先平．非平稳ＭＤＰ平均模型．科学通报，１９９１，１０：７２８－７３０
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