Finite-stage reward functions having the Markov adequacy property

Finite-stage reward functions having the Markov adequacy property

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Article ID: iaor19941925
Country: Netherlands
Volume: 46
Issue: 1
Start Page Number: 129
End Page Number: 151
Publication Date: May 1993
Journal: Stochastic Processes and Their Applications
Authors: ,
Abstract:

If X is a countable state space and g is a bounded reward function on Xn, then say g has the Markov-adequacy property if every strategy has a corresponding randomized Markov strategy which gives g the same integral as the original strategy. A complete characterization of functions having the Markov-adequacy property is given. In particular, if g is permutation-invariant and X has at least three elements, then g has the Markov-adequacy property if and only if g has the linear sections property, a condition which is easy to verify.

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