Article ID: | iaor20102942 |
Volume: | 37 |
Issue: | 2 |
Start Page Number: | 123 |
End Page Number: | 126 |
Publication Date: | Mar 2009 |
Journal: | Operations Research Letters |
Authors: | Tracol Mathieu |
In the context of finite weakly communicating Markov Decision Processes, we tackle the problem of fast convergence of state-action frequency vectors to the polytope of stationary distributions on state-action frequencies. Using unichain policies, we derive bounds on the speed of convergence which are independent of the limit points.