Hitting time for Markov decision process. (arXiv:2205.03476v2 [cs.LG] UPDATED)

Web: http://arxiv.org/abs/2205.03476

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 …

arxiv decision markov process time