Constrained discounted semi-Markov decision processes

被引：0
|
作者：
Feinberg, EA [1 ]
机构：
[1] SUNY Stony Brook, Dept Appl Math & Stat, Stony Brook, NY 11794 USA
来源：
MARKOV PROCESSES AND CONTROLLED MARKOV CHAINS | 2002年
关键词：
Semi-Markov decision process; constrained optimization; discounted rewards;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper reduces problems on the existence and the finding of optimal policies for multiple criterion discounted SMDPs to similar problems for MDPs. We prove this reduction and illustrate it by extending to SMDPs several results for constrained discounted MDPs.
引用
收藏
页码：233 / 244
页数：12
相关论文
共 50 条
  • [1] Mixed Markov decision processes in a semi-Markov environment with discounted criterion
    Hu, QY
    Wang, JL
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1998, 219 (01) : 1 - 20
  • [2] A SECONDARY APPROACH TO THE DISCOUNTED MODEL IN SEMI-MARKOV DECISION PROCESSES
    董泽清
    宋京生
    ScienceBulletin, 1988, (06) : 448 - 454
  • [3] Constrained semi-markov decision processes with average rewards
    Feinberg, E.A.
    ZOR. Zeitschrift Fuer Operations Research, 1994, 40 (03):
  • [4] A SECONDARY APPROACH TO THE DISCOUNTED MODEL IN SEMI-MARKOV DECISION-PROCESSES
    DONG, ZQ
    SONG, JS
    KEXUE TONGBAO, 1988, 33 (06): : 448 - 454
  • [5] Nonstationary continuous time Markov decision processes in a semi-Markov environment with discounted criterion
    J Math Anal Appl, 3 (640):
  • [6] A Unified Approach for Semi-Markov Decision Processes with Discounted and Average Reward Criteria
    Li, Yanjie
    Wang, Huijing
    Chen, Haoyao
    2014 11TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA), 2014, : 1741 - 1744
  • [7] Performance optimization of semi-Markov decision processes with discounted-cost criteria
    Yin, Baoqun
    Li, Yanjie
    Zhou, Yaping
    Xi, Hongsheng
    EUROPEAN JOURNAL OF CONTROL, 2008, 14 (03) : 213 - 222
  • [8] Relations between discounted models and average models for semi-Markov decision processes
    Yin, Bao-Qun
    Li, Yan-Jie
    Tang, Hao
    Dai, Gui-Ping
    Xi, Hong-Sheng
    Kongzhi Lilun Yu Yingyong/Control Theory and Applications, 2006, 23 (01): : 65 - 68
  • [9] Customizing exponential semi-Markov decision processes under the discounted cost criterion
    Cekyay, Bora
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 266 (01) : 168 - 178
  • [10] Multi-objective discounted semi-Markov decision processes with multiple constraints
    Wang, YH
    Zhang, S
    Zhang, JH
    PROCEEDINGS OF THE SECOND ASIAN MATHEMATICAL CONFERENCE 1995, 1998, : 551 - 555
12345