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Markov Policy induces Markov Chain

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Definition
StochasticControl

A Markov policy γΓM\gamma\in\Gamma_{M} applied to a Controlled Markov Chain induces a process {Xt,t0}\{ X_{t},t\ge0 \} which is Markov.

If the policy γΓS\gamma\in\Gamma_{S} then (Xt)t0(X_{t})_{t\ge0} is stationary.