On the existence of relative values for undiscounted multichain Markov decision processes |
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Authors: | Paul J Schweitzer |
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Institution: | The Graduate School of Management, The University of Rochester, Rochester, New York 14627 USA |
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Abstract: | The coupled functional equations of undiscounted multichain semi-Markovian decision processes are shown to possess a solution by converting the value equation into the form where S is the set of maximal-gain policies and is the bias vector associated with policy ?. An elementary proof then shows that the operator Q possesses a fixed point. |
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