Markov Strategies in Dynamic Programming
| Autor: | van Km Kees Hee |
|---|---|
| Rok vydání: | 1978 |
| Předmět: |
Mathematical optimization
Markov kernel Markov chain General Mathematics Variable-order Markov model Mathematics::General Topology Markov process Management Science and Operations Research Markov model Computer Science Applications symbols.namesake Mathematics::Probability Markov algorithm symbols Markov property Markov decision process Mathematics |
| Zdroj: | Mathematics of Operations Research. 3:37-41 |
| ISSN: | 1526-5471 0364-765X |
| DOI: | 10.1287/moor.3.1.37 |
| Popis: | It is shown that the supremum of the expected total return over the Markov strategies equals the supremum over all strategies. The model assumptions are: the state space is countable, the action space is measurable and the supremum of the expected total of the positive rewards over the Markov strategies is finite. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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