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The Convergence of Value Iteration in Discounted Markov Decision Processes

โœ Scribed by D.J. White; W.T. Scherer


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
435 KB
Volume
182
Category
Article
ISSN
0022-247X

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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