Article ID Journal Published Year Pages File Type
1143438 Operations Research Letters 2009 5 Pages PDF
Abstract
We generalize the geometric discount of finite discounted cost Markov Decision Processes to “exponentially representable”discount functions, prove existence of optimal policies which are stationary from some time N onward, and provide an algorithm for their computation. Outside this class, optimal “N-stationary” policies in general do not exist.
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Authors
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