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ISyE 6664 Exam # 1 Please be neat and show all your work so that I can give you partial credit.
 

Summary: ISyE 6664 Exam # 1
Fall 2002
Name
Please be neat and show all your work so that I can give you partial credit.
GOOD LUCK.
Question 1
Question 2
Question 3
Total
1
1. (15) a. Show that |r(s, a)| M implies that v
M(1 - )-1
where v

is the optimal expected discounted total reward with discount factor .
(15) b. Consider a model with T = {1, 2}, S = {s1, s2}, As1 = {a1,1, a1,2}
and As2 = {a2,1, a2,2}, r1(s1, a1,1) = 5, r1(s1, a1,2) = 10, r1(s2, a2,1) = -1, and
r1(s2, a2,2) = 2 and p1(s1|s1, a1,1) = p1(s2|s1, a1,1) = 0.5, p1(s1|s1, a1,2) = 0,
p1(s2|s1, a1,2) = 1, p1(s1|s2, a2,1) = 0.8, p1(s2|s2, a2,1) = 0.2, p1(s1|s2, a2,2) =
0.1 and p1(s2|s2, a2,2) = 0.9. Compute r1(s1, d1(s1)) and p1(j|s, d1(s)) for the

  

Source: Ayhan, Hayriye - School of Industrial and Systems Engineering, Georgia Institute of Technology

 

Collections: Engineering