| Article ID: | iaor20102930 |
| Volume: | 37 |
| Issue: | 1 |
| Start Page Number: | 51 |
| End Page Number: | 55 |
| Publication Date: | Jan 2009 |
| Journal: | Operations Research Letters |
| Authors: | Shwartz Adam, Carmon Yair |
We generalize the geometric discount of finite discounted cost Markov Decision Processes to ‘exponentially representable’discount functions, prove existence of optimal policies which are stationary from some time