Eventually-stationary policies for Markov decision models with non-constant discounting

Carmon, Yair and Shwartz, Adam (2010) Eventually-stationary policies for Markov decision models with non-constant discounting. In: 3rd International ICST Conference on Performance Evaluation Methodologies and Tools.

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Abstract

We investigate the existance of simple policies in finite discounted cost Markov Decision Processes, when the discount factor is not constant. We introduce a class called "exponentially representable" discount functions. Within this class we prove existence of optimal policies which are eventually s

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 08:51
Last Modified: 18 Apr 2026 08:08
URI: http://eprints.eai.eu/id/eprint/1775

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