Argue that for fixed (i), the maximum in the optimal value function (W(i)=max _{mathbf{u}} W(i, mathbf{u})) among
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Argue that for fixed \(i\), the maximum in the optimal value function \(W(i)=\max _{\mathbf{u}} W(i, \mathbf{u})\) among only all stationary policies must be assumed by some policy. Does your argument extend to the case where the supremum is taken over all admissible policies?
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Related Book For
Introduction To The Mathematics Of Operations Research With Mathematica
ISBN: 9781574446128
1st Edition
Authors: Kevin J Hastings
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