Continuous time Markov decision processes with expected discounted total rewards

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	Continuous time Markov decision processes with expected discounted total rewards
	Hu, QY ; Liu, JY ; Yue, WY
	2003
发表期刊	COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS
ISSN	0302-9743
卷号	2658 页码:64-73
摘要	This paper discusses continuous time Markov decision processes with criterion of expected discounted total rewards, where the state space is countable, the reward rate function is extended real-valued and the discount rate is a real number. Under necessary conditions that the model is well defined, the state space is partitioned into three subsets, on which the optimal value function is positive infinity, negative infinity, or finite, respectively. Correspondingly, the model is reduced into three submodels, by generalizing policies and eliminating some worst actions. Then for the submodel with finite optimal value, the validity of the optimality equation is shown and some its properties are obtained.
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Interdisciplinary Applications ; Computer Science, Software Engineering ; Computer Science, Theory & Methods
WOS记录号	WOS:000184831800008
出版者	SPRINGER-VERLAG BERLIN
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18353
专题	中国科学院数学与系统科学研究院
通讯作者	Hu, QY
作者单位	1.Shanghai Univ, Coll Int Business & Management, Shanghai 201800, Peoples R China 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 3.Konan Univ, Dept Informat Sci & Syst Engn, Kobe, Hyogo 6588501, Japan
推荐引用方式 GB/T 7714	Hu, QY,Liu, JY,Yue, WY. Continuous time Markov decision processes with expected discounted total rewards[J]. COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS,2003,2658:64-73.
APA	Hu, QY,Liu, JY,&Yue, WY.(2003).Continuous time Markov decision processes with expected discounted total rewards.COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS,2658,64-73.
MLA	Hu, QY,et al."Continuous time Markov decision processes with expected discounted total rewards".COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS 2658(2003):64-73.