In this chapter we consider the subclass of MDPs studied in Chap. 2 with convex action sets and convex cost functions. We show that if cost functions are strictly convex, then minimizing Markov actions are unique and that most in the sense of Baire category cost functions are in fact strictly convex.

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Convex Markov Decision Processes

  • Alexander J. Zaslavski

摘要

In this chapter we consider the subclass of MDPs studied in Chap. 2 with convex action sets and convex cost functions. We show that if cost functions are strictly convex, then minimizing Markov actions are unique and that most in the sense of Baire category cost functions are in fact strictly convex.