Markov decision processes with distribution function criterion of first-passage time

被引：0
|
作者：
Liu, JY [1 ]
Huang, SM
机构：
[1] Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
[2] Acad Sinica, Inst Policy & Management, Beijing 100080, Peoples R China
来源：
APPLIED MATHEMATICS AND OPTIMIZATION | 2001年 / 43卷 / 03期
关键词：
Markov decision processes; distribution function of first-passage time; optimal policy; reliability;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页码：187 / 201
页数：15
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