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The present value of the rewards associated with a discrete-time Markov process has a probability distribution which depends on the initial state. The first part of the paper applies fixed point theory to a system of equations for the distribution functions of the present value. The second part of the paper expands the model to a Markov decision process (MDP) and considers the maximization of the expected utility of the present value when the utility function is exponential.
Chung et al. (Thu,) studied this question.
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