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