Weighted Markov decision processes with perturbation
文献类型：期刊论文
| 作者 | Liu, K ; Filar, JA
|
| 刊名 | MATHEMATICAL METHODS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2001-07-01 |
| 卷号 | 53期号:3页码:465-480 |
| 关键词 | Markov decision processes weighted reward optimal policy delta-optimal singular perturbation general perturbation |
| ISSN号 | 1432-2994 |
| 英文摘要 | In this paper we consider the weighted reward Markov decision process, with perturbation. The "weighted reward" refers to appropriately normalized convex combination of the discounted and the long-run average reward criteria. This criterion allows the controller to trade-off short-term costs versus long-term costs. In every application where both the discounted and the long-run average criteria have been proposed in the past, there is clearly a rationale for considering the weighted criterion. Of course, as with all Markov decision models, the standard weighted criterion model assumes that all the transition probabilities are known precisely. Since, in most applications this would not be the case, we consider the perturbed version of the weighted reward model. We prove that in most cases a nearly optimal control can be found in the class of relatively simple "ultimately deterministic" controls. These are controls which behave just like deterministic stationary controls, after a certain point of time. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000170339000009 |
| 出版者 | PHYSICA-VERLAG GMBH & CO |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16267]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Liu, K |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Univ S Australia, Sch Math, Adelaide, SA 5095, Australia |
| 推荐引用方式 GB/T 7714 | Liu, K,Filar, JA. Weighted Markov decision processes with perturbation[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH,2001,53(3):465-480. |
| APA | Liu, K,&Filar, JA.(2001).Weighted Markov decision processes with perturbation.MATHEMATICAL METHODS OF OPERATIONS RESEARCH,53(3),465-480. |
| MLA | Liu, K,et al."Weighted Markov decision processes with perturbation".MATHEMATICAL METHODS OF OPERATIONS RESEARCH 53.3(2001):465-480. |
入库方式： OAI收割
来源：数学与系统科学研究院
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