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ISyE 6664 Exam # 2 Please be neat and show all your work so that I can give you partial credit.
 

Summary: ISyE 6664 Exam # 2
Fall 2010
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
Question 4
Total
1
1. (25) Consider a model with S = {s1, s2}, As1 = {a11, a12}, As2 = {a21, a22, a23},
p{s1|s1, a11} = 1, p{s1|s1, a12} = 0.5, p{s1|s2, a21} = 1, p{s1|s2, a22} = 0 and
p{s1|s2, a23} = 0.75.
a. Determine the chain structure of each deterministic stationary policy.
b. Show that this is a communicating MDP. If there exists a stationary optimal
policy, what can you say about the optimal gain?
2
(25) 2. Suppose that, in a communicating MDP, we have a stationary policy d
for which gd

  

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

 

Collections: Engineering