Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1143438 | Operations Research Letters | 2009 | 5 Pages |
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
Yair Carmon, Adam Shwartz,