Abstract
So far we have neglected the possibility that randomized plans (‘mixed strategies’) may yield a larger expected total reward than G. In this section we give a partial answer to this problem along the lines of Blackwell (65), Strauch (66), Hinderer (67). Since we want to defer measure-theoretic considerations to chapter II, we shall make for this section the general assumption that the action space A is countable.
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© 1970 Springer-Verlag Berlin · Heidelberg
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Hinderer, K. (1970). Randomized plans. In: Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter. Lecture Notes in Operations Research and Mathematical Systems, vol 33. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46229-0_9
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DOI: https://doi.org/10.1007/978-3-642-46229-0_9
Publisher Name: Springer, Berlin, Heidelberg
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