ON STATIONARY STRATEGIES IN BOREL DYNAMIC-PROGRAMMING

• 成果类型: Article
• 署名作者: FEINBERG, EA
• 署名单位: Yale University
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.17.2.392
• 发表日期: 1992
• 页码: 392-397
• 关键词: DECISION-PROCESSES; policies

摘要

We consider a discrete time Markov decision model with Borel state and action spaces. It is proved that the supremum of the expected total rewards under all randomized stationary strategies is equal to the supremum of these rewards under all (nonrandomized) stationary strategies.