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Teoriya Veroyatnostei i ee Primeneniya, 2023, Volume 68, Issue 1, Pages 147–176
DOI: https://doi.org/10.4213/tvp5528 (Mi tvp5528) 		 
Turnpikes in finite Markov decision processes and random walk

A. B. Piunovskiy

University of Liverpool, Department of Mathematical Sciences, Liverpool, UK
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DOI: https://doi.org/10.4213/tvp5528
Abstract: In this paper we revise the theory of turnpikes in discounted Markov decision processes, prove the turnpike theorem for the undiscounted model, and apply the results to the specific random walk.
Keywords: turnpike, Markov decision process, discounted reward, average reward, random walk, stochastic knapsack problem.
Received: 06.09.2021
Revised: 26.10.2021
Accepted: 04.10.2021
English version:
Theory of Probability and its Applications, 2023, Volume 68, Issue 1, Pages 123–149
DOI: https://doi.org/10.1137/S0040585X97T991325
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. B. Piunovskiy, “Turnpikes in finite Markov decision processes and random walk”, Teor. Veroyatnost. i Primenen., 68:1 (2023), 147–176; Theory Probab. Appl., 68:1 (2023), 123–149
Citation in format AMSBIB
\Bibitem{Piu23}
\by A.~B.~Piunovskiy
\paper Turnpikes in finite Markov decision processes and random walk
\jour Teor. Veroyatnost. i Primenen.
\yr 2023
\vol 68
\issue 1
\pages 147--176
\mathnet{http://mi.mathnet.ru/tvp5528}
\crossref{https://doi.org/10.4213/tvp5528}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2933669}
\transl
\jour Theory Probab. Appl.
\yr 2023
\vol 68
\issue 1
\pages 123--149
\crossref{https://doi.org/10.1137/S0040585X97T991325}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85166187966}
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