Markov decision processes and quasi-martingales

  • L.P.J. Groenewegen
  • , K.M. Hee, van

Research output: Book/ReportReportAcademic

245 Downloads (Pure)

Abstract

It is showed in this paper that quasi-(super)martingales play an important role in the theory of Markov decision processes. For excessive functions (with respect to a charge) it is proved that the value of the state at time t converges almost surely under each Markov strategy, which implies that the value function in the state at time t converges to zero (a.s), if an optimal strategy is used. At last a characterization of the conserving and equalizing properties is formulated using martingale theory.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages14
Publication statusPublished - 1976

Publication series

NameMemorandum COSOR
Volume7604
ISSN (Print)0926-4493

Fingerprint

Dive into the research topics of 'Markov decision processes and quasi-martingales'. Together they form a unique fingerprint.

Cite this