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Policy Relationships

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Theorem
StochasticControl

Theorem

We have that the policies have the following relationships ΓSΓMΓA\Gamma_{S}\subset\Gamma_{M}\subset\Gamma_{A}and so we also have that {N,β,}\forall \{ N,\beta,\infty \} infγΓAJa(X,γ)infγΓMJa(X,γ)infγΓSJa(X,γ)\inf_{\gamma\in\Gamma_{A}}J_{a}(X,\gamma)\subset\inf_{\gamma\in\Gamma_{M}}J_{a}(X,\gamma)\subset\inf_{\gamma\in\Gamma_{S}}J_{a}(X,\gamma)also for a{N,β,}a\in\{ N,\beta,\infty \} the first is an equality and for a{β,}a\in\{ \beta,\infty \} the second is an equality.