Uniqueness and iteration conjecture for the fixed point of
Let be the operator defined for the unknown stochastic shortest path problem, and let denote the associated optimisation program. A fixed point of is a vector satisfying . Uniqueness and iteration conjecture. There exists a unique fixed point of , which is equal to the unique optimal solution to . In almost all cases, this can be found by iterating the operator starting at any point in . This is presented as an open question; the source does not establish the claimed uniqueness or convergence, and notes that additional assumptions such as all policies being proper may be needed.
References
Primary source
Kelli Francis-Staite, “Convex duality for stochastic shortest path problems in known and unknown environments”, arXiv:2208.00330 (2022).
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