TY - JOUR
T1 - Sporadic Overtaking Optimality in Markov Decision Problems
AU - Flesch, János
AU - Predtetchinski, Arkadi
AU - Solan, Eilon
N1 - Publisher Copyright:
© 2016, The Author(s).
PY - 2017/6/1
Y1 - 2017/6/1
N2 - This paper examines a notion of sporadic overtaking optimality in the context of Markov decision problems (MDP). For the class of deterministic MDPs, we prove the existence of pure stationary sporadic overtaking optimal strategies under both the discounted and the average payoff evaluations. Moreover, we examine logical connections between sporadic overtaking optimality and Blackwell optimality. In the class of nondeterministic MDPs, we give examples that admit no sporadic overtaking optimal strategy and discuss a number of alternative definitions of this concept.
AB - This paper examines a notion of sporadic overtaking optimality in the context of Markov decision problems (MDP). For the class of deterministic MDPs, we prove the existence of pure stationary sporadic overtaking optimal strategies under both the discounted and the average payoff evaluations. Moreover, we examine logical connections between sporadic overtaking optimality and Blackwell optimality. In the class of nondeterministic MDPs, we give examples that admit no sporadic overtaking optimal strategy and discuss a number of alternative definitions of this concept.
KW - Blackwell optimality
KW - Markov decision problems
KW - Overtaking optimality
KW - Sporadic overtaking optimality
UR - http://www.scopus.com/inward/record.url?scp=85017177854&partnerID=8YFLogxK
U2 - 10.1007/s13235-016-0186-2
DO - 10.1007/s13235-016-0186-2
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AN - SCOPUS:85017177854
SN - 2153-0785
VL - 7
SP - 212
EP - 228
JO - Dynamic Games and Applications
JF - Dynamic Games and Applications
IS - 2
ER -