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Value Convergence in a Generalized Markov Decision Process

โœ Scribed by Koehler, Gary J.


Book ID
118205554
Publisher
Society for Industrial and Applied Mathematics
Year
1979
Tongue
English
Weight
749 KB
Volume
17
Category
Article
ISSN
0363-0129

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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