On uniformly nearly optimal stationary strategies

J. Wal, van der

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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.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages21
Publication statusPublished - 1981

Publication series

NameMemorandum COSOR
ISSN (Print)0926-4493


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