Show that if the reward function (r) of a Markov decision problem is bounded in absolute value
Question:
Show that if the reward function \(r\) of a Markov decision problem is bounded in absolute value by a constant \(c\), then for any policy \(\mathbf{u}\), the infinite horizon discounted value function of \(\mathbf{u}\) with discount factor \(\alpha\) is bounded in absolute value by \(c /(1-\alpha)\).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Introduction To The Mathematics Of Operations Research With Mathematica
ISBN: 9781574446128
1st Edition
Authors: Kevin J Hastings
Question Posted: