Markov decision processes with distribution function criterion of first-passage time

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	Markov decision processes with distribution function criterion of first-passage time
	Liu, JY ; Huang, SM
	2001-05-01
发表期刊	APPLIED MATHEMATICS AND OPTIMIZATION
ISSN	0095-4616
卷号	43 期号:3 页码:187-201
摘要	In this paper we discuss MDP with distribution function criterion of first-passage time. Some properties of several kinds of optimal policies are given. Existence results and algorithms for these optimal policies are given in this paper.
关键词	Markov decision processes distribution function of first-passage time optimal policy reliability
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000168566600001
出版者	SPRINGER-VERLAG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16560
专题	中国科学院数学与系统科学研究院
通讯作者	Liu, JY
作者单位	1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Acad Sinica, Inst Policy & Management, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Liu, JY,Huang, SM. Markov decision processes with distribution function criterion of first-passage time[J]. APPLIED MATHEMATICS AND OPTIMIZATION,2001,43(3):187-201.
APA	Liu, JY,&Huang, SM.(2001).Markov decision processes with distribution function criterion of first-passage time.APPLIED MATHEMATICS AND OPTIMIZATION,43(3),187-201.
MLA	Liu, JY,et al."Markov decision processes with distribution function criterion of first-passage time".APPLIED MATHEMATICS AND OPTIMIZATION 43.3(2001):187-201.