TURNPIKES IN FINITE MARKOV DECISION PROCESSES AND RANDOM WALK*

被引：0

作者：

Piunovskiy, A. B. ^{[1
]}

机构：

[1] Univ Liverpool, Dept Math Sci, Liverpool, England

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2023年 / 68卷 / 01期

关键词：

Markov decision process; discounted reward; average reward; random walk; stochastic knapsack problem; turnpike;

D O I：

10.1137/S0040585X97T991325

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we revise the theory of turnpikes in discounted Markov decision pro-cesses, prove the turnpike theorem for the undiscounted model, and apply the results to the specific random walk.

引用

页码：123 / 149

页数：27

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