A note on asymptotics of discounted value function and strong 0-discount optimality |
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Authors: | A A Yushkevich |
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Institution: | (1) Department of Mathematics, University of North Carolina at Charlotte, 28223, NC, USA |
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Abstract: | We consider 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.Supported by NSF grant DMS-9404177 |
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Keywords: | Markov decision process Borel state space compact action sets sensitive optimality |
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