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Results tagged with markov-chains
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user 135018
4
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Proof of Bellman optimality equation for finite Markov Decision Processes
This question has already been posed in Cross Validated without receiving a correct formal answer, so I reformulate it here to gain attention of mathematicians. I am referring to chapter 3 of Sutton a …
- 171
3
votes
Proof of Bellman optimality equation for finite Markov Decision Processes
Since the characters allowed for comments are not enough to express my doubts about your answer, I write them here.
I agree with you that one possible way to answer to my question by contradiction is …
- 171