Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes

From the classical point of view, it is important to determine if in a Markov decision process (MDP), besides their existence, the uniqueness of the optimal policies is guaranteed. It is well known that uniqueness does not always hold in optimization problems (for instance, in linear programming). O...

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Bibliographic Details
Main Authors: Raúl Montes-de-Oca, Enrique Lemus-Rodríguez, Francisco Sergio Salem-Silva
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2013/271279