Fixed point theorems for discounted finite Markov decision processes (Q1080782)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed point theorems for discounted finite Markov decision processes |
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Fixed point theorems for discounted finite Markov decision processes (English)
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1986
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The author proposes a lattice-theoretical approach to discounted Markov decision processes with finite sets of states and actions. Using a fixed point theorem for a monotone mapping on a complete lattice, he establishes the existence of a solution to the optimality equation. This approach leads to linear programming problem for the optimal value function.
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lattice-theoretical approach
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discounted Markov decision processes
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finite sets of states and actions
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fixed point theorem
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monotone mapping on a complete lattice
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existence of a solution
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optimality equation
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optimal value function
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