非扩张分段线性变换的不变半直线

Invariant Half-Lines of Nonexpansive Piecewise-Linear Transformations

Mathematics of Operations Research · 1980
被引 56
ABS 3

中文导读

证明了非扩张分段线性映射存在唯一的不变半直线,其限制为平移,由此推出序列有界性和收敛性,并应用于有限马尔可夫决策过程的最大期望奖励问题。

Abstract

It is shown that if f is a nonexpansive piecewise-linear mapping of R m into itself, there exists a unique half-line that f maps into itself and such that restriction of f thereto is a translation. One easy consequence of this result is that there exists a unique m-vector α such that for every m-vector x, the sequence f n (x) − nα remains bounded. In particular, f n (x)/n converges to the same limit α, for all x. Also, f has a fixed point if and only if α = 0. These results are applied to give alternative proofs of several known facts concerning the maximum expected n-period reward in a finite Markov decision process.

数学分段线性函数不动点理论马尔可夫决策过程