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

被引：4

作者：

Liu J. ^{[1
]}

Siming H. ^{[2
]}

机构：

[1] Institute of Applied Mathematics, Academia Sinica

[2] Institute of Policy and Management, Academia Sinica

来源：

Applied Mathematics and Optimization | 2001年 / 43卷 / 03期

关键词：

Distribution function of first-passage time; Markov decision processes; Optimal policy; Reliability;

D O I：

10.1007/s00245-001-0007-9

中图分类号：

学科分类号：

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. © 2001 Springer-Verlag New York Inc.

引用

页码：187 / 201

页数：14

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