Optimal markov strategies View Full Text


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Article Info

DATE

2019-02-15

AUTHORS

William D. Sudderth

ABSTRACT

For discrete Dubins–Savage gambling problems (Markov decision processes) with payoff equal to the limsup of the utilities of the sequence of successive states, the existence of an optimal strategy at every fortune implies the existence of an optimal Markov strategy at every fortune. If the state space is finite, the same is true when the payoff is the liminf. More... »

PAGES

1-12

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10203-019-00235-0

DOI

http://dx.doi.org/10.1007/s10203-019-00235-0

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1112158493


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