Strong 0-discount optimal policies in a Markov decision process with a Borel state space

Strong 0-discount optimal policies in a Markov decision process with a Borel state space

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Article ID: iaor19961759
Country: Germany
Volume: 42
Issue: 1
Start Page Number: 93
End Page Number: 108
Publication Date: Jul 1995
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

The paper considers a Markov decision process with a Borel state space, a countable action space, finite action sets, bounded rewards and a bounded transition density satisfying a simultaneous Doeblin condition. The existence of stationary strong 0-discount optimal policies is proved.

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