On average reward semi-markov decision processes with a general multichain structure
文献类型:期刊论文
作者 | Jianyong, L; Xiaobo, Z |
刊名 | MATHEMATICS OF OPERATIONS RESEARCH
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出版日期 | 2004-05-01 |
卷号 | 29期号:2页码:339-352 |
关键词 | semi-Markov decision processes average reward criterion multichain structure data-transformation method optimal policy |
ISSN号 | 0364-765X |
英文摘要 | In this paper we investigate average reward semi-Markov decision processes with a general multichain structure using a data-transformation method. By solving the transformed discrete-time average Markov decision processes, we can obtain significant and interesting information on the original average semi-Markov decision processes. If the original semi-Markov decision processes satisfy some appropriate conditions, then stationary optimal policies in the transformed discrete-time models are also optimal in the original semi-Markov decision processes. |
WOS研究方向 | Operations Research & Management Science ; Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000221719200010 |
出版者 | INST OPERATIONS RESEARCH MANAGEMENT SCIENCES |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/899] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Jianyong, L |
作者单位 | 1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Tsing Hua Univ, Dept Ind Engn, Beijing 100084, Peoples R China |
推荐引用方式 GB/T 7714 | Jianyong, L,Xiaobo, Z. On average reward semi-markov decision processes with a general multichain structure[J]. MATHEMATICS OF OPERATIONS RESEARCH,2004,29(2):339-352. |
APA | Jianyong, L,&Xiaobo, Z.(2004).On average reward semi-markov decision processes with a general multichain structure.MATHEMATICS OF OPERATIONS RESEARCH,29(2),339-352. |
MLA | Jianyong, L,et al."On average reward semi-markov decision processes with a general multichain structure".MATHEMATICS OF OPERATIONS RESEARCH 29.2(2004):339-352. |
入库方式: OAI收割
来源:数学与系统科学研究院
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