Linear Dependence of Stationary Distributions in Ergodic Markov Decision Processes
Ronald Ortner
Operations Research Letters Volume 35, Number 5, pp. 619-626, 2007.

Abstract

In ergodic MDPs we consider stationary distributions of policies that coincide in all but n states, in which one of two possible actions is chosen. We give conditions and formulas for linear dependence of the stationary distributions of n+2 such policies, and show some results about combinations and mixtures of policies.

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