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Existence of a limit
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Computing the Optimal Policy
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Optimality Equations
The Solution of the Optimality Equations:
Operator
T
is called contracting if there exists
such that
Theorem 5.6
Let
a contracting operator, then
1.
there exists a unique
such that
2.
For each starting point
the series
converges to
Proof:
We define
Existence of a limit
is a fixed point
Uniqueness of
Yishay Mansour
1999-11-24