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Computing the Optimal Policy
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Calculating the Return Value
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Example:
Properties of the transition matrix:
We show that the matrix
is order conserving.
Lemma 5.3
The following holds for a probability matrix
P
and
:
1.
If
then
2.
If
then
3.
If
then
Proof:
Since
then
. By theorem
Yishay Mansour
1999-11-24