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Hitting time for Markov decision process. (arXiv:2205.03476v2 [cs.LG] UPDATED)
May 12, 2022, 1:12 a.m. | Ruichao Jiang, Javad Tavakoli, Yiqinag Zhao
cs.LG updates on arXiv.org arxiv.org
We define the hitting time for a Markov decision process (MDP). We do not use
the hitting time of the Markov process induced by the MDP because the induced
chain may not have a stationary distribution. Even it has a stationary
distribution, the stationary distribution may not coincide with the
(normalized) occupancy measure of the MDP. We observe a relationship between
the MDP and the PageRank. Using this observation, we construct an MP whose
stationary distribution coincides with the normalized …
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