Add to ORKGWe shall be concerned with the optimization problem of semi-Markov decision processes with countable state space and compact action space. Defined is the generalized reward function associated with the semi-Markov decision processes which include the ordinary discounted Markov decision processes of discrete time parameter and also the continuous time Markov decision processes. Main results are (a) the existence of an optimal stationary policy and (b) the relation between the maximal expected reward and the optimality equation. Also (c) some properties of the optimal staionary policy and the principle of optimality are obtained
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
For Markov decision processes with countable state space and nonnegative immediate rewards Ornstein ...
Consider a Markov decision process with countable state space S and finite action space A. If in sta...
Consider a Markov decision process with countable state space S and finite action space A. If in sta...
Consider a Markov decision process with countable state space S and finite action space A. If in sta...
AbstractThis paper deals with the nonstationary continuous time Markov decision process in a semi-Ma...
Considered are semi-Markov decision processes (SMDPs) with finite state and action spaces. We study ...
We consider a semi-Markov decision process with arbitrary action space; the state space is the nonne...
AbstractFor a vector-valued Markov decision process with discounted reward criterion, we introduce a...
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
AbstractTime Markov decision processes with countable states and actions continuous are discussed wi...
AbstractThis paper studies the minimizing risk problems in Markov decision processes with countable ...
Semi-Markov decision processes can be considered as an extension of discrete- and continuous-time M...
In this article, we study continuous-time Markov decision processes in Polish spaces. The optimality...
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
For Markov decision processes with countable state space and nonnegative immediate rewards Ornstein ...
Consider a Markov decision process with countable state space S and finite action space A. If in sta...
Consider a Markov decision process with countable state space S and finite action space A. If in sta...
Consider a Markov decision process with countable state space S and finite action space A. If in sta...
AbstractThis paper deals with the nonstationary continuous time Markov decision process in a semi-Ma...
Considered are semi-Markov decision processes (SMDPs) with finite state and action spaces. We study ...
We consider a semi-Markov decision process with arbitrary action space; the state space is the nonne...
AbstractFor a vector-valued Markov decision process with discounted reward criterion, we introduce a...
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
AbstractTime Markov decision processes with countable states and actions continuous are discussed wi...
AbstractThis paper studies the minimizing risk problems in Markov decision processes with countable ...
Semi-Markov decision processes can be considered as an extension of discrete- and continuous-time M...
In this article, we study continuous-time Markov decision processes in Polish spaces. The optimality...
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
For Markov decision processes with countable state space and nonnegative immediate rewards Ornstein ...