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Results tagged with markov-chains
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user 10537
3
votes
Is there MDPs (Markov Decision Process) which have a non deterministic optimal policy?
I finally found the proof of this in "Markov Decision Process -- Discrete Stochastic Dynamic Programming" by Martin L. Puterman (John Wilson and Sons Ed.). It is proved that if the reward function is …
- 254
8
votes
4
answers
8k
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Is there MDPs (Markov Decision Process) which have a non deterministic optimal policy?
I'm working on Markov Decision Process and I have not found yet an example of MDP that has a stochastic (non deterministic) optimal policy. Is there MDPs that have a stochastic optimal policy or is it …
- 254