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

Authors
Liu, JY Huang, SM
Citation
Jy. Liu et Sm. Huang, Markov decision processes with distribution function criterion of first-passage time, APPL MATH O, 43(3), 2001, pp. 187-201
Citations number
10
Categorie Soggetti
Mathematics
Journal title
APPLIED MATHEMATICS AND OPTIMIZATION
ISSN journal
00954616 → ACNP
Volume
43
Issue
3
Year of publication
2001
Pages
187 - 201
Database
ISI
SICI code
0095-4616(200105/06)43:3<187:MDPWDF>2.0.ZU;2-8
Abstract
In this paper we discuss MDP with distribution function criterion of first- passage time. Some properties of several kinds of optimal policies are give n. Existence results and algorithms for these optimal policies are given in this paper.