On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion |
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| Authors: | I. M. Sonin |
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| Affiliation: | (1) Central Economic Mathematics Institute, USSR Academy of Sciences, ul. Krasikova 32, 117418 Moscow, USSR |
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| Abstract: | An inequality regarding the minimum ofP(lim inf(Xn  Dn)) is proved for a class of random sequences. This result is related to the problem of sufficiency of Markov strategies for Markov decision processes with the Dubins-Savage criterion, the asymptotical behaviour of nonhomogeneous Markov chains, and some other problems. |
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| Keywords: | Markov decision process Markov strategy Dubins-Savage criterion nonhomogeneous Markov chain |
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