Monotonically Improving Limit-Optimal Strategies in Finite-State Decision Processes
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چکیده
منابع مشابه
Monotonically Improving Limit-Optimal Strategies in Finite-State Decision Processes
In every finite-state leavable gambling problem and in every finite-state Markov decision process with discounted, negative or positive reward criteria there exists a Markov strategy which is monotonically improving and optimal in the limit along every history. An example is given to show that for the positive and gambling cases such strategies cannot be constructed by simply switching to a "be...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 1987
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.12.3.463