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Hierarchical algorithms for discounted and weighted Markov decision processes

โœ Scribed by M. Abbad; C. Daoui


Publisher
Springer
Year
2003
Tongue
English
Weight
284 KB
Volume
58
Category
Article
ISSN
0340-9422

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Fixed point theorems for discounted fini
โœ Ulrich Dieter Holzbaur ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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