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On a Class of Strategies in General Markov Decision Models

✍ Scribed by Yushkevich, A. A.


Book ID
118227782
Publisher
Society for Industrial and Applied Mathematics
Year
1974
Tongue
English
Weight
373 KB
Volume
18
Category
Article
ISSN
0040-585X

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For a vector-valued Markov decision process with discounted reward criterion, we introduce a new class of policies called the semi-stationary policies and show that an optimal semi-stationary policy that attains the extreme points of the set of rewards induced by all policies can be described as a c