Proper Policies in Infinite-State Stochastic Shortest Path Problems

@article{Bertsekas2018ProperPI,
  title={Proper Policies in Infinite-State Stochastic Shortest Path Problems},
  author={Dimitri P. Bertsekas},
  journal={IEEE Transactions on Automatic Control},
  year={2018},
  volume={63},
  pages={3787-3792}
}
  • D. Bertsekas
  • Published 28 November 2017
  • Mathematics, Computer Science
  • IEEE Transactions on Automatic Control
We consider stochastic shortest path problems with infinite state and control spaces, a nonnegative cost per stage, and a termination state. We extend the notion of a proper policy, a policy that terminates within a finite expected number of steps, from the context of finite state space to the context of infinite state space. We consider the optimal cost function <inline-formula><tex-math notation="LaTeX">$J^*$</tex-math></inline-formula>, and the optimal cost function <inline-formula><tex-math… Expand
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