{"title":"Turnpikes in Finite Markov Decision Processes and Random Walk","authors":"A. B. Piunovskiy","doi":"10.1137/s0040585x97t991325","DOIUrl":null,"url":null,"abstract":"In this paper we revise the theory of turnpikes in discounted Markov decision processes, prove the turnpike theorem for the undiscounted model, and apply the results to the specific random walk.KeywordsturnpikeMarkov decision processdiscounted rewardaverage rewardrandom walkstochastic knapsack problem","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.5000,"publicationDate":"2023-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and its Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1137/s0040585x97t991325","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper we revise the theory of turnpikes in discounted Markov decision processes, prove the turnpike theorem for the undiscounted model, and apply the results to the specific random walk.KeywordsturnpikeMarkov decision processdiscounted rewardaverage rewardrandom walkstochastic knapsack problem
期刊介绍：
Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
