{"title":"有限马尔可夫决策过程和随机漫步中的收费公路","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":"{\"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}","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}
Turnpikes in Finite Markov Decision Processes and Random Walk
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
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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.
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