Optimal markov strategies
| Autor: | William D. Sudderth |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Computer Science::Computer Science and Game Theory
Sequence Markov chain Computer science Stochastic game Statistics::Other Statistics Computer Science::Artificial Intelligence Computer Science::Logic in Computer Science Markov strategy Gambling and information theory State space Markov decision process General Economics Econometrics and Finance Mathematical economics Finance |
| Zdroj: | Decisions in Economics and Finance. 43:43-54 |
| ISSN: | 1129-6569 1593-8883 |
| DOI: | 10.1007/s10203-019-00235-0 |
| Popis: | For discrete Dubins–Savage gambling problems (Markov decision processes) with payoff equal to the limsup of the utilities of the sequence of successive states, the existence of an optimal strategy at every fortune implies the existence of an optimal Markov strategy at every fortune. If the state space is finite, the same is true when the payoff is the liminf. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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