Analysis for some properties of discrete time Markov decision processes

作者：Hu QY; Yue WI^*

来源：Optimization, 2003, 52(4-5): 495-505.

DOI：10.1080/02331930310001611493

• discrete time
• Markov decision processes
• optimality equation
• optimal policies
• expected discounted total rewards

This paper investigates properties of the optimality equation and optimal policies in discrete time Markov decision processes with expected discounted total rewards under weak conditions that the model is well defined and the optimality equation is true. The optimal value function is characterized as a solution of the optimality equation and the structure of optimal policies is also given.

• 单位
  上海大学