中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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
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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