Infinite-Horizon Average Reward Markov Decision Processes
Infinite-Horizon Average Reward Markov Decision Processes
Infinite-Horizon Average Reward Markov Decision Processes
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Existence of Optimal Policies – Unichain ModelsA decision d h is h-improving if d h ∈ argmax d∈D {r d + P d h}.TheoremSuppose there exists a scalar g ∗ and an h ∗ ∈ V for whichB(g ∗ , h ∗ ) = 0. Then if d ∗ is h ∗ -improving, (d ∗ ) ∞ is average optimal.Dan Zhang, Spring 2012 <strong>Infinite</strong> <strong>Horizon</strong> <strong>Average</strong> <strong>Reward</strong> MDP 10
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