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.
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页码：233 / 244
页数：12
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