### Abstract

Original language | English |
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Place of Publication | Eindhoven |

Publisher | Technische Hogeschool Eindhoven |

Number of pages | 21 |

Publication status | Published - 1981 |

### Publication series

Name | Memorandum COSOR |
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Volume | 8111 |

ISSN (Print) | 0926-4493 |

### Fingerprint

### Cite this

*On uniformly nearly optimal stationary strategies*. (Memorandum COSOR; Vol. 8111). Eindhoven: Technische Hogeschool Eindhoven.

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*On uniformly nearly optimal stationary strategies*. Memorandum COSOR, vol. 8111, Technische Hogeschool Eindhoven, Eindhoven.

**On uniformly nearly optimal stationary strategies.** / Wal, van der, J.

Research output: Book/Report › Report › Academic

TY - BOOK

T1 - On uniformly nearly optimal stationary strategies

AU - Wal, van der, J.

PY - 1981

Y1 - 1981

N2 - For Markov decision processes with countable state space and nonnegative immediate rewards Ornstein proved the existence of a stationary strategy f which is uniformly nearly optimal in the following multiplicative sense v(f) = (1 - e) v* . Strauch proved that if the immediate rewards are nonpositive and the action space is finite then a uniformly optimal stationary strategy exists. This paper connects these partial results and proves the following theorem for Markov decision processes with countable state space and arbitrary action space: if in each state where the value is nonpositive a conserving action exists then there is a stationary strategy f satisfying v(f) = V* - eu* where u* is the value of the problem if only the positive rewards are counted.

AB - For Markov decision processes with countable state space and nonnegative immediate rewards Ornstein proved the existence of a stationary strategy f which is uniformly nearly optimal in the following multiplicative sense v(f) = (1 - e) v* . Strauch proved that if the immediate rewards are nonpositive and the action space is finite then a uniformly optimal stationary strategy exists. This paper connects these partial results and proves the following theorem for Markov decision processes with countable state space and arbitrary action space: if in each state where the value is nonpositive a conserving action exists then there is a stationary strategy f satisfying v(f) = V* - eu* where u* is the value of the problem if only the positive rewards are counted.

M3 - Report

T3 - Memorandum COSOR

BT - On uniformly nearly optimal stationary strategies

PB - Technische Hogeschool Eindhoven

CY - Eindhoven

ER -