On the Expected Total Reward with Unbounded Returns for Markov Decision Processes
Langue
en
Article de revue
Ce document a été publié dans
Applied Mathematics and Optimization. 2020, vol. 82, n° 2, p. 433-450
Springer Verlag (Germany)
Résumé en anglais
We consider a discrete-time Markov decision process with Borel state and action spaces. The performance criterion is to maximize a total expected utility determined by unbounded return function. It is shown the existence ...Lire la suite >
Mots clés en anglais
Markov decision processes
Expected total reward
Unbounded return
Weak convergence of measure