MARKOVIAN ASSIGNMENT DECISION-PROCESS

被引：0

作者：

GEETHA, S

NAIR, KPK

机构：

来源：

RAIRO-RECHERCHE OPERATIONNELLE-OPERATIONS RESEARCH | 1992年 / 26卷 / 04期

关键词：

MARKOV DECISION PROCESSES; ASSIGNMENT PROBLEM; AVERAGE GAIN; DISCOUNTED REWARD; POLICY ITERATION; ALGORITHM; OPTIMAL SOLUTION;

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：

A finite-state, discrete-time Markovian decision process, in which, each action in each state is a feasible solution to a state dependent assignment problem, is considered. The objective is to maximize the additive rewards realized by the assignments over an infinite time horizon. In the undiscounted case, the average gain per transition and in the discounted case, the discounted total gain respectively, are maximized. Properties of optimal solutions in the two cases are characterized and finite algorithms are presented.

引用

页码：421 / 428

页数：8

共 50 条

[1] MODELING A MARKOVIAN DECISION-PROCESS BY NEURAL NETWORK
SASTRI, T
ENGLISH, J
KRISHNAMURTHI, M
[J]. COMPUTERS & INDUSTRIAL ENGINEERING, 1989, 17 : 464 - 468
[2] CALIBRATION INTERVAL DETERMINATION AS A MARKOVIAN DECISION-PROCESS
FORDLIVENE, C
MUKAIHATA, T
[J]. MATHEMATICAL AND COMPUTER MODELLING, 1990, 14 : 1046 - 1051
[3] TRANSLATION AS A DECISION-PROCESS
LEVY, J
[J]. PAMIETNIK LITERACKI, 1981, 72 (01): : 291 - 303
[4] THE FAST DECISION-PROCESS
DABADIE, CA
FUNK, MW
LITOFSKY, FS
NELSEN, DE
[J]. AT&T TECHNICAL JOURNAL, 1992, 71 (03): : 15 - 21
[5] THE AVCOMPS DECISION-PROCESS
AARONS, RN
[J]. BUSINESS AND COMMERCIAL AVIATION, 1983, 53 (05): : 77 - &
[6] MEDICINE AS A DECISION-PROCESS
LINDLEY, DV
[J]. BIOMETRICS, 1977, 33 (03) : 586 - 586
[7] DECISION-PROCESS - PERSPECTIVE
TODA, M
[J]. INTERNATIONAL JOURNAL OF GENERAL SYSTEMS, 1976, 3 (02) : 79 - 88
[8] A STUDY ON SEQUENTIAL DECISION-PROCESS
OHMORI, A
IKESHOJI, H
FURUKAWA, O
[J]. INTERNATIONAL JOURNAL OF GENERAL SYSTEMS, 1985, 10 (2-3) : 197 - 213
[9] MODEL OF THE JURY DECISION-PROCESS
KLEVORICK, AK
ROTHSCHILD, M
[J]. JOURNAL OF LEGAL STUDIES, 1979, 8 (01): : 141 - 164
[10] SENSITIVITY ANALYSIS AND THE DECISION-PROCESS
DIROCCAFERRERA, GMF
[J]. MANAGEMENT SCIENCE, 1965, 11 (08) : C103 - C103

← 1 2 3 4 5 →