Markov Rewards Processes with Impulse Rewards and Absorbing States

MaRDI QIDQ6366612zbMATH OpenFDO

Authors Louis Tan, Kaveh Mahdaviani, Ashish Khisti

Publication date 1 May 2021

Abstract: We study the expected accumulated reward for a discrete-time Markov reward model with absorbing states. The rewards are impulse rewards, where a reward $h{o}_{ij}$ is accumulated when transitioning from state $i$ to state $j$. We derive an explicit, single-letter expression for the expected accumulated reward as a function of the number of time steps $n$ and include in our analysis the limit in which $noinfty$.

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