Optimal policies in continuous Markov decision chains Public Deposited

http://ir.library.oregonstate.edu/concern/graduate_thesis_or_dissertations/j38609211

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  • For continuous time, finite state and action, Markov decision chains, optimal policies are studied; (i) a procedure for transforming the terminal reward vector is given and it is established that this transformation does not alter optimal policies, (ii) decision chains with absorbing states are studied and the results obtained are applied to an environmental control problem to find an optimal policy, (iii) under state accessibility and recurrence hypotheses the set of preferred decision rules is obtained, and (iv) conditions for stationary and initially stationary policies to attain maximal expected rewards on various recurrent states are given in terms of the limit vector V.
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