This article is cited in 1 paper

Turnpikes in finite Markov decision processes and random walk

A. B. Piunovskiy

University of Liverpool, Department of Mathematical Sciences, Liverpool, UK

Abstract: In this paper we revise the theory of turnpikes in discounted Markov decision processes, prove the turnpike theorem for the undiscounted model, and apply the results to the specific random walk.

Keywords: turnpike, Markov decision process, discounted reward, average reward, random walk, stochastic knapsack problem.

Received: 06.09.2021
Revised: 26.10.2021
Accepted: 04.10.2021

DOI: 10.4213/tvp5528

 English version: Theory of Probability and its Applications, 2023, 68:1, 123–149

Bibliographic databases:

• 
•