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Markov decision processes: on the convergence of the Monte-Carlo first visit algorithm
Sylvain Delattre, Nicolas Fournier · 2025-01-15 · via math.PR updates on arXiv.org

We consider the Monte-Carlo first visit algorithm, of which the goal is to find the optimal control in a Markov decision process with finite state space and finite number of possible actions. We show its convergence when the discount factor is smaller than $1/2$.

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