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- W1995655237 abstract "We consider generalized Markov decision problems formed from the duals to Leontief substitution systems and relate several properties of the associated polyhedron to value iterative solution procedures used on the induced generalized Markov decision problems. For example, under two assumptions the associated polyhedron is bounded if and only if the spectral radius of some transition matrix is greater than one. The polyhedron has an interior and is unbounded if and only if the spectral radius of each transition matrix is less than or equal to one and no transition matrix P having a spectral radius of one gives $I - P$ spans its corresponding reward vector. These results and others are then used to show that the value iterative procedure is convergent for all v if and only if the dual set has a nonempty interior and is unbounded." @default.
- W1995655237 created "2016-06-24" @default.
- W1995655237 creator A5071167447 @default.
- W1995655237 date "1979-03-01" @default.
- W1995655237 modified "2023-09-27" @default.
- W1995655237 title "Value Convergence in a Generalized Markov Decision Process" @default.
- W1995655237 doi "https://doi.org/10.1137/0317014" @default.
- W1995655237 hasPublicationYear "1979" @default.
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