Alexey Piunovskiy, Yi Zhang, On a verification theorem for optimality of strategies in Markov decision processes with total cost, Vol. 2025 (2025), Article ID 5, pp. 1-7

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DOI: 10.23952/cot.2025.5

Received Novemer 9, 2023; Accepted March 14, 2024; Published online October 31, 2024

 

Abstract. The goal of this brief article is to present a verification theorem, which can be used to show the optimality of a given strategy, without computing the Bellman function in advance, for a Markov decision process (MDP) with a general-signed cost function. An example is elaborated on, which shows that one of the minor conditions in the verification theorem is really important.

 

How to Cite this Article:
A. Piunovskiy, Y. Zhang, On a verification theorem for optimality of strategies in Markov decision processes with total cost, Commun. Optim. Theory 2025 (2025) 5.