Note—A Test for Nonoptimal Actions in Undiscounted Finite Markov Decision Chains

Published Online:https://doi.org/10.1287/mnsc.23.1.87

A test for nonoptimal actions in undiscounted Markov decision chains is proposed. The test eliminates actions for one or more stages after which they may re-enter the set of possibly optimal actions, but as convergence proceeds such re-entries cease.

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