On uniformly nearly-optimal Markov strategies

J. Wal, van der

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review


In this paper the following result is proved. In any total reward countable state Markov decision process a Markov strategy IT exists which is uniformly nearly-optimal in the following sense: v(i,π,) ≥ v*(i) − ε − εu*(i) for any initial state i. Here v* denotes the value function of the process and u* denotes the value of the process if all negative rewards are neglected.
Original languageEnglish
Title of host publicationOperations Research Proceedings 1982 (Papers of the 11th Annual Meeting of DGOR, Frankfurt am Main, Germany, September 22-24, 1982)
EditorsW. Bühler, B. Fleischmann, K.P. Schuster, L. Streitferdt, H. Zander
Place of PublicationBerlin
ISBN (Electronic)978-3-642-68997-0
ISBN (Print)3-540-12239-7, 978-3-540-12239-5
Publication statusPublished - 1983

Publication series

NameOperations Research Proceedings (ORP)


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