Turnpikes and Random Walk
Probability
2021-02-19 v1 Optimization and Control
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.
Cite
@article{arxiv.2102.09341,
title = {Turnpikes and Random Walk},
author = {Alexey Piunovskiy},
journal= {arXiv preprint arXiv:2102.09341},
year = {2021}
}