Linear dependence of stationary distributions in ergodic Markov decision processes

  • Authors:
  • Ronald Ortner

  • Affiliations:
  • Department Mathematik und Informationstechnologie, Montanuniversität Leoben, Franz-Josef-Straíe 18, 8700-Leoben, Austria

  • Venue:
  • Operations Research Letters
  • Year:
  • 2007

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Abstract

In ergodic MDPs we consider stationary distributions of policies that coincide in all but n states, in which one of two possible actions is chosen. We give conditions and formulas for linear dependence of the stationary distributions of n+2 such policies, and show some results about combinations and mixtures of policies.