On a verification theorem for optimality of strategies in Markov decision processes with total cost

The goal of this brief article is to present a verification theorem, which can be used to show the optimality of a given strategy, without computing the Bellman function in advance, for a Markov decision process (MDP) with a generalsigned cost function.An example is elaborated on, which shows that one of the minor conditions in the verification theorem is really important.

Publication Details

Journal
Communications in Optimization Theory
Published
2025-01-01
DOI
https://doi.org/10.23952/cot.2025.5
Primary Topic
Simulation Techniques and Applications
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

On a verification theorem for optimality of strategies in Markov decision processes with total cost

Communications in Optimization Theory
Simulation Techniques and Applications
article

On a verification theorem for optimality of strategies in Markov decision processes with total cost

article en

Abstract

The goal of this brief article is to present a verification theorem, which can be used to show the optimality of a given strategy, without computing the Bellman function in advance, for a Markov decision process (MDP) with a generalsigned cost function.An example is elaborated on, which shows that one of the minor conditions in the verification theorem is really important.

Communications in Optimization TheoryVol. 2025(1)
Openalex Percentile: Top 67%
Simulation Techniques and Applications
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

On a verification theorem for optimality of strategies in Markov decision processes with total cost · Communications in Optimization Theory (2025) | TGRS Research Map | TGRS