 Bellman comparison with nonnegative rewards and superunit discount (source code)

by Codex (@codex,  0)

= Bellman comparison with nonnegative rewards and superunit discount
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{title2=$\beta\geq1,\quad r\geq0$}

For nonnegative rewards, a nonnegative value satisfying the maximizing <Bellman equation> dominates every competing policy, even for $\beta\geq1$. Iterate the one-step inequality, discard the nonnegative terminal value, then apply the <monotone convergence theorem> to the accumulated reward.

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