A note on asymptotics of discounted value function and strong 0-discount optimality

A note on asymptotics of discounted value function and strong 0-discount optimality

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Article ID: iaor19972492
Country: Germany
Volume: 44
Issue: 2
Start Page Number: 223
End Page Number: 231
Publication Date: Sep 1996
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

The paper considers a Markov decision process with a Borel state space, bounded rewards, and a bounded transition density satisfying a simultaneous Doeblin-Doob condition. An asymptotics for the discounted value function related to the existence of stationary strong 0-discount optimal policies is extended from the case of finite action sets to the case of compact action sets and continuous in action rewards and transition densities.

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