Nonhomogeneous Markov decision processes with Borel state space - The average criterion with nonuniformly bounded rewards
文献类型：期刊论文
| 作者 | Guo, XP; Liu, JY; Liu, K
|
| 刊名 | MATHEMATICS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2000-11-01 |
| 卷号 | 25期号:4页码:667-678 |
| 关键词 | nonhomogeneous Markov decision processes average reward criterion optimality equations epsilon(>= 0)-optimal policies rolling horizon algorithm |
| ISSN号 | 0364-765X |
| 英文摘要 | This paper deals with nonhomogeneous Markov decision processes with Borel state space and nonuniformly bounded rewards under the average criterion. First, under the minorant-type assumption we prove the existence of an appropriate solution to the optimality equations. Second, from the optimality equations we also establish the existence of epsilon(greater than or equal to 0)-optimal Markov policies under the additional conditions. Third, some sufficient conditions for the validity of the assumptions in this paper and several examples such as inventory/production systems are provided. Finally, as an application of the optimality equations, a rolling horizon algorithm is given. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000166210800009 |
| 出版者 | INST OPERATIONS RESEARCH MANAGEMENT SCIENCES |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15658]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Guo, XP |
| 作者单位 | 1.Zhongshan Univ, Dept Math, Asia Pacific Operat Res Ctr, Guangzhou 510275, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100864, Peoples R China |
| 推荐引用方式 GB/T 7714 | Guo, XP,Liu, JY,Liu, K. Nonhomogeneous Markov decision processes with Borel state space - The average criterion with nonuniformly bounded rewards[J]. MATHEMATICS OF OPERATIONS RESEARCH,2000,25(4):667-678. |
| APA | Guo, XP,Liu, JY,&Liu, K.(2000).Nonhomogeneous Markov decision processes with Borel state space - The average criterion with nonuniformly bounded rewards.MATHEMATICS OF OPERATIONS RESEARCH,25(4),667-678. |
| MLA | Guo, XP,et al."Nonhomogeneous Markov decision processes with Borel state space - The average criterion with nonuniformly bounded rewards".MATHEMATICS OF OPERATIONS RESEARCH 25.4(2000):667-678. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。