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Summary: ISyE 6664 Exam # 2
Fall 2008
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. (30) 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. (10) Determine the chain structure of each deterministic stationary policy.
b. (15) Compute the gain and bias of each deterministic stationary policy.
c. (5) Is the optimal gain constant? If it is, why?
2
2. (25) Show that if all stationary deterministic policies are unichain, then all
stationary randomized policies are unichain.
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