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Graphical Models for Composable Finite Markov Processes

✍ Scribed by VANESSA DIDELEZ


Book ID
111008830
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
695 KB
Volume
34
Category
Article
ISSN
0303-6898

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πŸ“œ SIMILAR VOLUMES


Fixed point theorems for discounted fini
✍ Ulrich Dieter Holzbaur πŸ“‚ Article πŸ“… 1986 πŸ› Elsevier Science 🌐 English βš– 141 KB

We establish the existence of a solution to the optimality equation for discounted finite Markov decision processes by means of Birkhoffs fixed point theorem. The proof yields the well-known linear programming formulation for the optimal value function while its dual characterizes the optimal value