TURNPIKES IN FINITE MARKOV DECISION PROCESSES AND RANDOM WALK*

被引：0
|
作者：
Piunovskiy, A. B. [1 ]
机构：
[1] Univ Liverpool, Dept Math Sci, Liverpool, England
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2023年 / 68卷 / 01期
关键词：
Markov decision process; discounted reward; average reward; random walk; stochastic knapsack problem; turnpike;
D O I：
10.1137/S0040585X97T991325
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we revise the theory of turnpikes in discounted Markov decision pro-cesses, prove the turnpike theorem for the undiscounted model, and apply the results to the specific random walk.
引用
收藏
页码：123 / 149
页数：27
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