Abstract
It will be proven that the supremum of the expected total return over the Markov strategies equals the supremum over all strategies. The model assumptions are: the state space is countable, the action space is measurable and the supremum of the expected total of the positive rewards over the Markov strategies is finite.
| Original language | English |
|---|---|
| Place of Publication | Eindhoven |
| Publisher | Technische Hogeschool Eindhoven |
| Number of pages | 9 |
| Publication status | Published - 1975 |
Publication series
| Name | Memorandum COSOR |
|---|---|
| Volume | 7520 |
| ISSN (Print) | 0926-4493 |