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Markov Decision Processes with Distribution Function Criterion of First-Passage Time

Markov Decision Processes with Distribution Function Criterion of First-Passage Time In this paper we discuss MDP with distribution function criterion of first-passage time. Some properties of several kinds of optimal policies are given. Existence results and algorithms for these optimal policies are given in this paper. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Markov Decision Processes with Distribution Function Criterion of First-Passage Time

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References (10)

Publisher
Springer Journals
Copyright
Copyright © 2001 by Springer-Verlag New York Inc.
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics
ISSN
0095-4616
eISSN
1432-0606
DOI
10.1007/s00245-001-0007-9
Publisher site
See Article on Publisher Site

Abstract

In this paper we discuss MDP with distribution function criterion of first-passage time. Some properties of several kinds of optimal policies are given. Existence results and algorithms for these optimal policies are given in this paper.

Journal

Applied Mathematics and Optimization – Springer Journals

Published: Jan 1, 2001

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