Convergence results related to the equalizing property in a Markov decision process

L.P.J. Groenewegen

Research output: Book/ReportReportAcademic

29 Downloads (Pure)

Abstract

In this paper we consider a Markov decision process with countable state and time spaces. Rewards have the so called charge structure and the optimality criterion is the total expected reward. It is proved, that when an optimal decision rule is applied, the value of the state at time t converges for $ t \rightarrow \infty $ both to zero in L^1 norm and almost surely.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages9
Publication statusPublished - 1975

Publication series

NameMemorandum COSOR
Volume7518
ISSN (Print)0926-4493

Fingerprint

Dive into the research topics of 'Convergence results related to the equalizing property in a Markov decision process'. Together they form a unique fingerprint.

Cite this